ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 09-Dec-2010

Day Change Summary
	Previous	Current
	08-Dec-2010	09-Dec-2010	Change	Change %	Previous Week
Open	762.0	765.3	3.3	0.4%	730.9
High	765.8	769.2	3.4	0.4%	754.9
Low	758.9	757.1	-1.8	-0.2%	716.7
Close	763.5	764.4	0.9	0.1%	752.3
Range	6.9	12.1	5.2	75.4%	38.2
ATR	10.9	11.0	0.1	0.8%	0.0
Volume	32,725	95,469	62,744	191.7%	2,758

Daily Pivots for day following 09-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	799.8	794.3	771.0
R3	787.8	782.3	767.8
R2	775.8	775.8	766.5
R1	770.0	770.0	765.5	766.8
PP	763.5	763.5	763.5	762.0
S1	758.0	758.0	763.3	754.8
S2	751.5	751.5	762.3
S3	739.3	745.8	761.0
S4	727.3	733.8	757.8

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	769.2	742.2	27.0	3.5%	11.3	1.5%	82%	True	False	30,367
10	769.2	716.7	52.5	6.9%	11.5	1.5%	91%	True	False	15,307
20	769.2	698.7	70.5	9.2%	10.0	1.3%	93%	True	False	7,858
40	769.2	688.1	81.1	10.6%	9.0	1.2%	94%	True	False	4,055

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	820.5
2.618	801.0
1.618	788.8
1.000	781.3
0.618	776.8
HIGH	769.3
0.618	764.5
0.500	763.3
0.382	761.8
LOW	757.0
0.618	749.5
1.000	745.0
1.618	737.5
2.618	725.5
4.250	705.8

Fisher Pivots for day following 09-Dec-2010
Pivot	1 day	3 day
R1	764.0	763.8
PP	763.5	763.3
S1	763.3	762.5

Download as Excel Spreadsheet

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

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