ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	616.4	602.0	-14.4	-2.3%	647.3
High	616.4	614.3	-2.1	-0.3%	656.9
Low	606.2	602.0	-4.2	-0.7%	604.2
Close	606.1	612.2	6.1	1.0%	606.1
Range	10.2	12.3	2.1	20.6%	52.7
ATR	15.1	14.9	-0.2	-1.3%	0.0
Volume	550	223	-327	-59.5%	782

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	646.5	641.5	619.0
R3	634.0	629.3	615.5
R2	621.8	621.8	614.5
R1	617.0	617.0	613.3	619.5
PP	609.5	609.5	609.5	610.8
S1	604.8	604.8	611.0	607.0
S2	597.3	597.3	610.0
S3	585.0	592.5	608.8
S4	572.5	580.0	605.5

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	780.5	746.0	635.0
R3	727.8	693.3	620.5
R2	675.0	675.0	615.8
R1	640.5	640.5	611.0	631.5
PP	622.5	622.5	622.5	617.8
S1	588.0	588.0	601.3	578.8
S2	569.8	569.8	596.5
S3	517.0	535.3	591.5
S4	464.3	482.5	577.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	650.4	602.0	48.4	7.9%	15.0	2.5%	21%	False	True	201
10	661.2	602.0	59.2	9.7%	13.3	2.2%	17%	False	True	314
20	667.5	599.4	68.1	11.1%	14.3	2.3%	19%	False	False	260

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	0.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	666.5
2.618	646.5
1.618	634.3
1.000	626.5
0.618	622.0
HIGH	614.3
0.618	609.5
0.500	608.3
0.382	606.8
LOW	602.0
0.618	594.5
1.000	589.8
1.618	582.0
2.618	569.8
4.250	549.8

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	610.8	611.3
PP	609.5	610.3
S1	608.3	609.3

Download as Excel Spreadsheet

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

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