ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	610.0	597.5	-12.5	-2.0%	602.0
High	614.6	599.3	-15.3	-2.5%	629.8
Low	598.4	585.3	-13.1	-2.2%	597.3
Close	599.4	592.3	-7.1	-1.2%	608.1
Range	16.2	14.0	-2.2	-13.6%	32.5
ATR	14.6	14.5	0.0	-0.2%	0.0
Volume	514	214	-300	-58.4%	768

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	634.3	627.3	600.0
R3	620.3	613.3	596.3
R2	606.3	606.3	594.8
R1	599.3	599.3	593.5	595.8
PP	592.3	592.3	592.3	590.5
S1	585.3	585.3	591.0	581.8
S2	578.3	578.3	589.8
S3	564.3	571.3	588.5
S4	550.3	557.3	584.5

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	585.3	44.5	7.5%	13.8	2.3%	16%	False	True	242
10	637.0	585.3	51.7	8.7%	14.3	2.4%	14%	False	True	217
20	661.2	585.3	75.9	12.8%	13.3	2.2%	9%	False	True	260
40	667.5	582.6	84.9	14.3%	14.5	2.4%	11%	False	False	403

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	1.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	658.8
2.618	636.0
1.618	622.0
1.000	613.3
0.618	608.0
HIGH	599.3
0.618	594.0
0.500	592.3
0.382	590.8
LOW	585.3
0.618	576.8
1.000	571.3
1.618	562.8
2.618	548.8
4.250	525.8

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	592.3	600.0
PP	592.3	597.5
S1	592.3	594.8

Download as Excel Spreadsheet

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

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