ICE Russell 2000 Mini Future March 2011

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

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	752.5	757.6	5.1	0.7%	730.9
High	759.6	768.4	8.8	1.2%	754.9
Low	747.5	756.0	8.5	1.1%	716.7
Close	757.0	761.6	4.6	0.6%	752.3
Range	12.1	12.4	0.3	2.5%	38.2
ATR	11.1	11.2	0.1	0.8%	0.0
Volume	4,111	18,014	13,903	338.2%	2,758

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	799.3	792.8	768.5
R3	786.8	780.5	765.0
R2	774.5	774.5	763.8
R1	768.0	768.0	762.8	771.3
PP	762.0	762.0	762.0	763.5
S1	755.5	755.5	760.5	758.8
S2	749.5	749.5	759.3
S3	737.3	743.3	758.3
S4	724.8	730.8	754.8

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	856.0	842.3	773.3
R3	817.8	804.0	762.8
R2	779.5	779.5	759.3
R1	766.0	766.0	755.8	772.8
PP	741.3	741.3	741.3	744.8
S1	727.8	727.8	748.8	734.5
S2	703.0	703.0	745.3
S3	665.0	689.5	741.8
S4	626.8	651.3	731.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	768.4	727.5	40.9	5.4%	12.8	1.7%	83%	True	False	4,944
10	768.4	716.7	51.7	6.8%	11.0	1.5%	87%	True	False	2,736
20	768.4	698.7	69.7	9.2%	10.0	1.3%	90%	True	False	1,451
40	768.4	688.1	80.3	10.5%	8.8	1.2%	92%	True	False	850

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	1.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	821.0
2.618	800.8
1.618	788.5
1.000	780.8
0.618	776.0
HIGH	768.5
0.618	763.8
0.500	762.3
0.382	760.8
LOW	756.0
0.618	748.3
1.000	743.5
1.618	736.0
2.618	723.5
4.250	703.3

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	762.3	759.5
PP	762.0	757.5
S1	761.8	755.3

Download as Excel Spreadsheet

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

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