ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 25-Aug-2010

Day Change Summary
	Previous	Current
	24-Aug-2010	25-Aug-2010	Change	Change %	Previous Week
Open	597.5	593.5	-4.0	-0.7%	602.0
High	599.3	601.4	2.1	0.4%	629.8
Low	585.3	586.5	1.2	0.2%	597.3
Close	592.3	601.5	9.2	1.6%	608.1
Range	14.0	14.9	0.9	6.4%	32.5
ATR	14.5	14.6	0.0	0.2%	0.0
Volume	214	522	308	143.9%	768

Daily Pivots for day following 25-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	641.3	636.3	609.8
R3	626.3	621.3	605.5
R2	611.3	611.3	604.3
R1	606.5	606.5	602.8	609.0
PP	596.5	596.5	596.5	597.8
S1	591.5	591.5	600.3	594.0
S2	581.5	581.5	598.8
S3	566.8	576.8	597.5
S4	551.8	561.8	593.3

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	623.3	585.3	38.0	6.3%	14.5	2.4%	43%	False	False	335
10	629.8	585.3	44.5	7.4%	12.8	2.1%	36%	False	False	262
20	661.2	585.3	75.9	12.6%	13.0	2.2%	21%	False	False	282
40	667.5	582.6	84.9	14.1%	14.5	2.4%	22%	False	False	407

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	1.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	664.8
2.618	640.5
1.618	625.5
1.000	616.3
0.618	610.5
HIGH	601.5
0.618	595.8
0.500	594.0
0.382	592.3
LOW	586.5
0.618	577.3
1.000	571.5
1.618	562.5
2.618	547.5
4.250	523.3

Fisher Pivots for day following 25-Aug-2010
Pivot	1 day	3 day
R1	599.0	601.0
PP	596.5	600.5
S1	594.0	600.0

Download as Excel Spreadsheet

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

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