ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	650.8	639.2	-11.6	-1.8%	649.5
High	650.8	651.1	0.3	0.0%	667.5
Low	636.1	638.4	2.3	0.4%	636.1
Close	645.3	647.2	1.9	0.3%	647.2
Range	14.7	12.7	-2.0	-13.6%	31.4
ATR	15.4	15.2	-0.2	-1.2%	0.0
Volume	89	529	440	494.4%	1,085

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	683.8	678.3	654.3
R3	671.0	665.5	650.8
R2	658.3	658.3	649.5
R1	652.8	652.8	648.3	655.5
PP	645.5	645.5	645.5	647.0
S1	640.0	640.0	646.0	642.8
S2	632.8	632.8	644.8
S3	620.3	627.3	643.8
S4	607.5	614.8	640.3

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	744.5	727.3	664.5
R3	713.0	695.8	655.8
R2	681.8	681.8	653.0
R1	664.5	664.5	650.0	657.3
PP	650.3	650.3	650.3	646.8
S1	633.0	633.0	644.3	626.0
S2	618.8	618.8	641.5
S3	587.5	601.8	638.5
S4	556.0	570.3	630.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	667.5	636.1	31.4	4.9%	13.5	2.1%	35%	False	False	217
10	667.5	598.1	69.4	10.7%	15.8	2.4%	71%	False	False	243
20	667.5	582.6	84.9	13.1%	15.5	2.4%	76%	False	False	549

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

Fibonacci Retracements and Extensions
4.250	705.0
2.618	684.3
1.618	671.8
1.000	663.8
0.618	659.0
HIGH	651.0
0.618	646.3
0.500	644.8
0.382	643.3
LOW	638.5
0.618	630.5
1.000	625.8
1.618	617.8
2.618	605.3
4.250	584.5

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	646.5	648.8
PP	645.5	648.3
S1	644.8	647.8

Download as Excel Spreadsheet

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

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