ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	06-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	641.4	639.0	-2.4	-0.4%	616.8
High	643.4	643.2	-0.2	0.0%	640.8
Low	641.3	625.3	-16.0	-2.5%	592.3
Close	640.5	627.7	-12.8	-2.0%	640.5
Range	2.1	17.9	15.8	752.4%	48.5
ATR	14.4	14.6	0.3	1.7%	0.0
Volume	419	62	-357	-85.2%	3,554

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	685.8	674.8	637.5
R3	667.8	656.8	632.5
R2	650.0	650.0	631.0
R1	638.8	638.8	629.3	635.5
PP	632.0	632.0	632.0	630.5
S1	621.0	621.0	626.0	617.5
S2	614.3	614.3	624.5
S3	596.3	603.0	622.8
S4	578.3	585.3	617.8

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	601.3	42.1	6.7%	13.0	2.1%	63%	False	False	508
10	643.4	586.5	56.9	9.1%	14.8	2.4%	72%	False	False	536
20	643.4	585.3	58.1	9.3%	14.5	2.3%	73%	False	False	376
40	667.5	585.3	82.2	13.1%	14.5	2.3%	52%	False	False	323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	719.3
2.618	690.0
1.618	672.3
1.000	661.0
0.618	654.3
HIGH	643.3
0.618	636.3
0.500	634.3
0.382	632.3
LOW	625.3
0.618	614.3
1.000	607.5
1.618	596.3
2.618	578.5
4.250	549.3

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	634.3	634.3
PP	632.0	632.3
S1	630.0	630.0

Download as Excel Spreadsheet

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

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