ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	647.3	650.4	3.1	0.5%	656.0
High	656.9	650.4	-6.5	-1.0%	661.2
Low	647.2	637.7	-9.5	-1.5%	634.8
Close	656.1	642.9	-13.2	-2.0%	647.5
Range	9.7	12.7	3.0	30.9%	26.4
ATR	14.1	14.4	0.3	2.2%	0.0
Volume	0	104	104		2,228

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	681.8	675.0	650.0
R3	669.0	662.3	646.5
R2	656.3	656.3	645.3
R1	649.8	649.8	644.0	646.8
PP	643.8	643.8	643.8	642.3
S1	637.0	637.0	641.8	634.0
S2	631.0	631.0	640.5
S3	618.3	624.3	639.5
S4	605.5	611.5	636.0

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	660.2	634.8	25.4	4.0%	12.0	1.9%	32%	False	False	393
10	661.2	634.8	26.4	4.1%	12.0	1.9%	31%	False	False	303
20	667.5	598.1	69.4	10.8%	14.3	2.2%	65%	False	False	270

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	0.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	704.5
2.618	683.8
1.618	671.0
1.000	663.0
0.618	658.3
HIGH	650.5
0.618	645.5
0.500	644.0
0.382	642.5
LOW	637.8
0.618	629.8
1.000	625.0
1.618	617.3
2.618	604.5
4.250	583.8

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	644.0	645.8
PP	643.8	644.8
S1	643.3	644.0

Download as Excel Spreadsheet

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

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