ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	660.2	654.4	-5.8	-0.9%	656.0
High	660.2	654.4	-5.8	-0.9%	661.2
Low	651.4	634.8	-16.6	-2.5%	634.8
Close	651.9	647.5	-4.4	-0.7%	647.5
Range	8.8	19.6	10.8	122.7%	26.4
ATR	14.0	14.4	0.4	2.9%	0.0
Volume	699	268	-431	-61.7%	2,228

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	704.3	695.5	658.3
R3	684.8	676.0	653.0
R2	665.3	665.3	651.0
R1	656.3	656.3	649.3	651.0
PP	645.5	645.5	645.5	643.0
S1	636.8	636.8	645.8	631.3
S2	626.0	626.0	644.0
S3	606.3	617.3	642.0
S4	586.8	597.5	636.8

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	727.0	713.8	662.0
R3	700.8	687.3	654.8
R2	674.3	674.3	652.3
R1	660.8	660.8	650.0	654.3
PP	647.8	647.8	647.8	644.5
S1	634.5	634.5	645.0	628.0
S2	621.5	621.5	642.8
S3	595.0	608.0	640.3
S4	568.8	581.8	633.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	661.2	634.8	26.4	4.1%	11.0	1.7%	48%	False	True	445
10	667.5	634.8	32.7	5.1%	12.3	1.9%	39%	False	True	331
20	667.5	598.1	69.4	10.7%	14.8	2.3%	71%	False	False	358

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.5
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	737.8
2.618	705.8
1.618	686.0
1.000	674.0
0.618	666.5
HIGH	654.5
0.618	647.0
0.500	644.5
0.382	642.3
LOW	634.8
0.618	622.8
1.000	615.3
1.618	603.0
2.618	583.5
4.250	551.5

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	646.5	647.5
PP	645.5	647.5
S1	644.5	647.5

Download as Excel Spreadsheet

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

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