ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 27-Jul-2010

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	649.5	665.2	15.7	2.4%	605.9
High	661.1	667.5	6.4	1.0%	646.7
Low	645.9	658.5	12.6	2.0%	598.1
Close	660.9	658.9	-2.0	-0.3%	647.3
Range	15.2	9.0	-6.2	-40.8%	48.6
ATR	15.9	15.4	-0.5	-3.1%	0.0
Volume	153	227	74	48.4%	1,351

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	688.8	682.8	663.8
R3	679.8	673.8	661.5
R2	670.8	670.8	660.5
R1	664.8	664.8	659.8	663.3
PP	661.8	661.8	661.8	660.8
S1	655.8	655.8	658.0	654.3
S2	652.8	652.8	657.3
S3	643.8	646.8	656.5
S4	634.8	637.8	654.0

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	776.5	760.5	674.0
R3	728.0	712.0	660.8
R2	679.3	679.3	656.3
R1	663.3	663.3	651.8	671.3
PP	630.8	630.8	630.8	634.8
S1	614.8	614.8	642.8	622.8
S2	582.0	582.0	638.5
S3	533.5	566.0	634.0
S4	485.0	517.5	620.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	667.5	608.2	59.3	9.0%	16.0	2.4%	85%	True	False	218
10	667.5	598.1	69.4	10.5%	16.5	2.5%	88%	True	False	237
20	667.5	582.6	84.9	12.9%	15.8	2.4%	90%	True	False	545

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	2.4
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	705.8
2.618	691.0
1.618	682.0
1.000	676.5
0.618	673.0
HIGH	667.5
0.618	664.0
0.500	663.0
0.382	662.0
LOW	658.5
0.618	653.0
1.000	649.5
1.618	644.0
2.618	635.0
4.250	620.3

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	663.0	655.0
PP	661.8	651.3
S1	660.3	647.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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