ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 06-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	06-Sep-2010	Change	Change %	Previous Week
Open	629.1	641.4	12.3	2.0%	616.8
High	640.8	643.4	2.6	0.4%	640.8
Low	628.1	641.3	13.2	2.1%	592.3
Close	640.5	640.5	0.0	0.0%	640.5
Range	12.7	2.1	-10.6	-83.5%	48.5
ATR	15.3	14.4	-0.9	-5.8%	0.0
Volume	174	419	245	140.8%	3,554

Daily Pivots for day following 06-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	648.0	646.3	641.8
R3	646.0	644.3	641.0
R2	643.8	643.8	641.0
R1	642.3	642.3	640.8	642.0
PP	641.8	641.8	641.8	641.5
S1	640.0	640.0	640.3	639.8
S2	639.8	639.8	640.0
S3	637.5	638.0	640.0
S4	635.5	635.8	639.3

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	643.4	592.3	51.1	8.0%	11.8	1.9%	94%	True	False	613
10	643.4	585.3	58.1	9.1%	14.5	2.3%	95%	True	False	551
20	650.4	585.3	65.1	10.2%	14.3	2.2%	85%	False	False	378
40	667.5	585.3	82.2	12.8%	14.5	2.3%	67%	False	False	326

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	3.7
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	652.3
2.618	649.0
1.618	646.8
1.000	645.5
0.618	644.8
HIGH	643.5
0.618	642.5
0.500	642.3
0.382	642.0
LOW	641.3
0.618	640.0
1.000	639.3
1.618	638.0
2.618	635.8
4.250	632.5

Fisher Pivots for day following 06-Sep-2010
Pivot	1 day	3 day
R1	642.3	637.5
PP	641.8	634.3
S1	641.0	631.3

Download as Excel Spreadsheet

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

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