ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	665.2	660.3	-4.9	-0.7%	605.9
High	667.5	661.2	-6.3	-0.9%	646.7
Low	658.5	645.8	-12.7	-1.9%	598.1
Close	658.9	647.5	-11.4	-1.7%	647.3
Range	9.0	15.4	6.4	71.1%	48.6
ATR	15.4	15.4	0.0	0.0%	0.0
Volume	227	87	-140	-61.7%	1,351

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	697.8	688.0	656.0
R3	682.3	672.5	651.8
R2	667.0	667.0	650.3
R1	657.3	657.3	649.0	654.3
PP	651.5	651.5	651.5	650.0
S1	641.8	641.8	646.0	639.0
S2	636.0	636.0	644.8
S3	620.8	626.5	643.3
S4	605.3	611.0	639.0

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	9.2%	16.5	2.5%	66%	False	False	183
10	667.5	598.1	69.4	10.7%	17.3	2.7%	71%	False	False	217
20	667.5	582.6	84.9	13.1%	15.8	2.4%	76%	False	False	531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	2.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	726.8
2.618	701.5
1.618	686.0
1.000	676.5
0.618	670.8
HIGH	661.3
0.618	655.3
0.500	653.5
0.382	651.8
LOW	645.8
0.618	636.3
1.000	630.5
1.618	621.0
2.618	605.5
4.250	580.3

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	653.5	656.8
PP	651.5	653.5
S1	649.5	650.5

Download as Excel Spreadsheet

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

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