ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 12-Aug-2010

Day Change Summary
	Previous	Current
	11-Aug-2010	12-Aug-2010	Change	Change %	Previous Week
Open	637.0	614.1	-22.9	-3.6%	656.0
High	637.0	616.0	-21.0	-3.3%	661.2
Low	608.6	604.2	-4.4	-0.7%	634.8
Close	614.9	611.9	-3.0	-0.5%	647.5
Range	28.4	11.8	-16.6	-58.5%	26.4
ATR	15.8	15.5	-0.3	-1.8%	0.0
Volume	70	58	-12	-17.1%	2,228

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	646.0	640.8	618.5
R3	634.3	629.0	615.3
R2	622.5	622.5	614.0
R1	617.3	617.3	613.0	614.0
PP	610.8	610.8	610.8	609.0
S1	605.5	605.5	610.8	602.3
S2	599.0	599.0	609.8
S3	587.0	593.5	608.8
S4	575.3	581.8	605.5

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	656.9	604.2	52.7	8.6%	16.5	2.7%	15%	False	True	100
10	661.2	604.2	57.0	9.3%	13.0	2.1%	14%	False	True	298
20	667.5	598.1	69.4	11.3%	15.0	2.4%	20%	False	False	253

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	1.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	666.3
2.618	647.0
1.618	635.0
1.000	627.8
0.618	623.3
HIGH	616.0
0.618	611.5
0.500	610.0
0.382	608.8
LOW	604.3
0.618	597.0
1.000	592.5
1.618	585.0
2.618	573.3
4.250	554.0

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	611.3	627.3
PP	610.8	622.3
S1	610.0	617.0

Download as Excel Spreadsheet

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

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