ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	605.1	620.6	15.5	2.6%	610.0
High	622.2	630.0	7.8	1.3%	614.6
Low	601.3	619.1	17.8	3.0%	585.3
Close	621.4	629.3	7.9	1.3%	614.5
Range	20.9	10.9	-10.0	-47.8%	29.3
ATR	15.8	15.5	-0.4	-2.2%	0.0
Volume	722	1,165	443	61.4%	2,055

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	658.8	655.0	635.3
R3	648.0	644.0	632.3
R2	637.0	637.0	631.3
R1	633.3	633.3	630.3	635.0
PP	626.3	626.3	626.3	627.0
S1	622.3	622.3	628.3	624.3
S2	615.3	615.3	627.3
S3	604.3	611.3	626.3
S4	593.5	600.5	623.3

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	692.8	683.0	630.5
R3	663.5	653.5	622.5
R2	634.0	634.0	619.8
R1	624.3	624.3	617.3	629.3
PP	604.8	604.8	604.8	607.3
S1	595.0	595.0	611.8	600.0
S2	575.5	575.5	609.3
S3	546.3	565.8	606.5
S4	517.0	536.5	598.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	630.0	592.3	37.7	6.0%	17.8	2.8%	98%	True	False	714
10	630.0	585.3	44.7	7.1%	15.8	2.5%	98%	True	False	567
20	656.9	585.3	71.6	11.4%	15.0	2.4%	61%	False	False	362
40	667.5	585.3	82.2	13.1%	14.8	2.3%	54%	False	False	374

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	4.0
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	676.3
2.618	658.5
1.618	647.8
1.000	641.0
0.618	636.8
HIGH	630.0
0.618	625.8
0.500	624.5
0.382	623.3
LOW	619.0
0.618	612.3
1.000	608.3
1.618	601.5
2.618	590.5
4.250	572.8

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	627.8	623.3
PP	626.3	617.3
S1	624.5	611.3

Download as Excel Spreadsheet

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

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