ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	620.6	629.1	8.5	1.4%	616.8
High	630.0	640.8	10.8	1.7%	640.8
Low	619.1	628.1	9.0	1.5%	592.3
Close	629.3	640.5	11.2	1.8%	640.5
Range	10.9	12.7	1.8	16.5%	48.5
ATR	15.5	15.3	-0.2	-1.3%	0.0
Volume	1,165	174	-991	-85.1%	3,554

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	674.5	670.3	647.5
R3	661.8	657.5	644.0
R2	649.3	649.3	642.8
R1	644.8	644.8	641.8	647.0
PP	636.5	636.5	636.5	637.5
S1	632.3	632.3	639.3	634.3
S2	623.8	623.8	638.3
S3	611.0	619.5	637.0
S4	598.3	606.8	633.5

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	770.0	753.8	667.3
R3	721.5	705.3	653.8
R2	673.0	673.0	649.5
R1	656.8	656.8	645.0	665.0
PP	624.5	624.5	624.5	628.5
S1	608.3	608.3	636.0	616.5
S2	576.0	576.0	631.5
S3	527.5	559.8	627.3
S4	479.0	511.3	613.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	640.8	592.3	48.5	7.6%	16.3	2.5%	99%	True	False	710
10	640.8	585.3	55.5	8.7%	15.8	2.5%	99%	True	False	560
20	656.9	585.3	71.6	11.2%	14.8	2.3%	77%	False	False	357
40	667.5	585.3	82.2	12.8%	14.8	2.3%	67%	False	False	358

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	4.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	694.8
2.618	674.0
1.618	661.3
1.000	653.5
0.618	648.8
HIGH	640.8
0.618	636.0
0.500	634.5
0.382	633.0
LOW	628.0
0.618	620.3
1.000	615.5
1.618	607.5
2.618	594.8
4.250	574.0

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	638.5	634.0
PP	636.5	627.5
S1	634.5	621.0

Download as Excel Spreadsheet

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

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