ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	639.0	628.0	-11.0	-1.7%	616.8
High	643.2	636.3	-6.9	-1.1%	640.8
Low	625.3	626.0	0.7	0.1%	592.3
Close	627.7	632.4	4.7	0.7%	640.5
Range	17.9	10.3	-7.6	-42.5%	48.5
ATR	14.6	14.3	-0.3	-2.1%	0.0
Volume	62	44,455	44,393	71,601.6%	3,554

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	662.5	657.8	638.0
R3	652.3	647.5	635.3
R2	641.8	641.8	634.3
R1	637.3	637.3	633.3	639.5
PP	631.5	631.5	631.5	632.8
S1	626.8	626.8	631.5	629.3
S2	621.3	621.3	630.5
S3	611.0	616.5	629.5
S4	600.8	606.3	626.8

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	619.1	24.3	3.8%	10.8	1.7%	55%	False	False	9,255
10	643.4	592.3	51.1	8.1%	14.5	2.3%	78%	False	False	4,929
20	643.4	585.3	58.1	9.2%	13.5	2.2%	81%	False	False	2,596
40	667.5	585.3	82.2	13.0%	14.5	2.3%	57%	False	False	1,427

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	680.0
2.618	663.3
1.618	653.0
1.000	646.5
0.618	642.8
HIGH	636.3
0.618	632.3
0.500	631.3
0.382	630.0
LOW	626.0
0.618	619.8
1.000	615.8
1.618	609.3
2.618	599.0
4.250	582.3

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	632.0	634.3
PP	631.5	633.8
S1	631.3	633.0

Download as Excel Spreadsheet

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

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