ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	654.4	647.3	-7.1	-1.1%	656.0
High	654.4	656.9	2.5	0.4%	661.2
Low	634.8	647.2	12.4	2.0%	634.8
Close	647.5	656.1	8.6	1.3%	647.5
Range	19.6	9.7	-9.9	-50.5%	26.4
ATR	14.4	14.1	-0.3	-2.3%	0.0
Volume	268	0	-268	-100.0%	2,228

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	682.5	679.0	661.5
R3	672.8	669.3	658.8
R2	663.0	663.0	658.0
R1	659.5	659.5	657.0	661.3
PP	653.5	653.5	653.5	654.3
S1	650.0	650.0	655.3	651.8
S2	643.8	643.8	654.3
S3	634.0	640.3	653.5
S4	624.3	630.5	650.8

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	4.0%	11.8	1.8%	81%	False	False	427
10	667.5	634.8	32.7	5.0%	11.8	1.8%	65%	False	False	316
20	667.5	598.1	69.4	10.6%	14.5	2.2%	84%	False	False	274

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	1.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	698.0
2.618	682.3
1.618	672.5
1.000	666.5
0.618	663.0
HIGH	657.0
0.618	653.3
0.500	652.0
0.382	651.0
LOW	647.3
0.618	641.3
1.000	637.5
1.618	631.5
2.618	621.8
4.250	606.0

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	654.8	653.3
PP	653.5	650.3
S1	652.0	647.5

Download as Excel Spreadsheet

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

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