ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 19-Aug-2010

Day Change Summary
	Previous	Current
	18-Aug-2010	19-Aug-2010	Change	Change %	Previous Week
Open	619.6	620.2	0.6	0.1%	647.3
High	629.8	623.3	-6.5	-1.0%	656.9
Low	619.1	606.1	-13.0	-2.1%	604.2
Close	619.2	607.4	-11.8	-1.9%	606.1
Range	10.7	17.2	6.5	60.7%	52.7
ATR	14.5	14.7	0.2	1.3%	0.0
Volume	59	182	123	208.5%	782

Daily Pivots for day following 19-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	663.8	652.8	616.8
R3	646.8	635.8	612.3
R2	629.5	629.5	610.5
R1	618.5	618.5	609.0	615.3
PP	612.3	612.3	612.3	610.8
S1	601.3	601.3	605.8	598.3
S2	595.0	595.0	604.3
S3	577.8	584.0	602.8
S4	560.8	566.8	598.0

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	629.8	602.0	27.8	4.6%	12.3	2.0%	19%	False	False	215
10	656.9	602.0	54.9	9.0%	14.3	2.4%	10%	False	False	157
20	667.5	602.0	65.5	10.8%	13.3	2.2%	8%	False	False	248
40	667.5	582.6	84.9	14.0%	14.8	2.4%	29%	False	False	430

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.6
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	696.5
2.618	668.3
1.618	651.3
1.000	640.5
0.618	634.0
HIGH	623.3
0.618	616.8
0.500	614.8
0.382	612.8
LOW	606.0
0.618	595.5
1.000	589.0
1.618	578.3
2.618	561.0
4.250	533.0

Fisher Pivots for day following 19-Aug-2010
Pivot	1 day	3 day
R1	614.8	618.0
PP	612.3	614.5
S1	609.8	611.0

Download as Excel Spreadsheet

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

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