ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 20-Aug-2010

Day Change Summary
	Previous	Current
	19-Aug-2010	20-Aug-2010	Change	Change %	Previous Week
Open	620.2	607.9	-12.3	-2.0%	602.0
High	623.3	607.9	-15.4	-2.5%	629.8
Low	606.1	597.3	-8.8	-1.5%	597.3
Close	607.4	608.1	0.7	0.1%	608.1
Range	17.2	10.6	-6.6	-38.4%	32.5
ATR	14.7	14.4	-0.3	-2.0%	0.0
Volume	182	243	61	33.5%	768

Daily Pivots for day following 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	636.3	632.8	614.0
R3	625.8	622.3	611.0
R2	615.0	615.0	610.0
R1	611.5	611.5	609.0	613.3
PP	604.5	604.5	604.5	605.3
S1	601.0	601.0	607.3	602.8
S2	593.8	593.8	606.3
S3	583.3	590.3	605.3
S4	572.8	579.8	602.3

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	709.3	691.3	626.0
R3	676.8	658.8	617.0
R2	644.3	644.3	614.0
R1	626.3	626.3	611.0	635.3
PP	611.8	611.8	611.8	616.3
S1	593.8	593.8	605.0	602.8
S2	579.3	579.3	602.3
S3	546.8	561.3	599.3
S4	514.3	528.8	590.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	629.8	597.3	32.5	5.3%	12.3	2.0%	33%	False	True	153
10	656.9	597.3	59.6	9.8%	13.5	2.2%	18%	False	True	155
20	667.5	597.3	70.2	11.5%	12.8	2.1%	15%	False	True	243
40	667.5	582.6	84.9	14.0%	14.8	2.4%	30%	False	False	435

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	0.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	653.0
2.618	635.8
1.618	625.0
1.000	618.5
0.618	614.5
HIGH	608.0
0.618	603.8
0.500	602.5
0.382	601.3
LOW	597.3
0.618	590.8
1.000	586.8
1.618	580.3
2.618	569.5
4.250	552.3

Fisher Pivots for day following 20-Aug-2010
Pivot	1 day	3 day
R1	606.3	613.5
PP	604.5	611.8
S1	602.5	610.0

Download as Excel Spreadsheet

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

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