ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 10-Dec-2010

Day Change Summary
	Previous	Current
	09-Dec-2010	10-Dec-2010	Change	Change %	Previous Week
Open	765.3	765.3	0.0	0.0%	752.5
High	769.2	775.7	6.5	0.8%	775.7
Low	757.1	764.0	6.9	0.9%	747.5
Close	764.4	773.6	9.2	1.2%	773.6
Range	12.1	11.7	-0.4	-3.3%	28.2
ATR	11.0	11.0	0.1	0.5%	0.0
Volume	95,469	145,117	49,648	52.0%	295,436

Daily Pivots for day following 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	806.3	801.5	780.0
R3	794.5	790.0	776.8
R2	782.8	782.8	775.8
R1	778.3	778.3	774.8	780.5
PP	771.0	771.0	771.0	772.3
S1	766.5	766.5	772.5	768.8
S2	759.5	759.5	771.5
S3	747.8	754.8	770.5
S4	736.0	743.0	767.3

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	850.3	840.0	789.0
R3	822.0	812.0	781.3
R2	793.8	793.8	778.8
R1	783.8	783.8	776.3	788.8
PP	765.5	765.5	765.5	768.0
S1	755.5	755.5	771.0	760.5
S2	737.5	737.5	768.5
S3	709.3	727.3	765.8
S4	681.0	699.0	758.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	775.7	747.5	28.2	3.6%	11.0	1.4%	93%	True	False	59,087
10	775.7	716.7	59.0	7.6%	12.3	1.6%	96%	True	False	29,819
20	775.7	698.7	77.0	10.0%	10.3	1.3%	97%	True	False	15,113
40	775.7	688.1	87.6	11.3%	9.0	1.2%	98%	True	False	7,683

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	2.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	825.5
2.618	806.3
1.618	794.8
1.000	787.5
0.618	783.0
HIGH	775.8
0.618	771.3
0.500	769.8
0.382	768.5
LOW	764.0
0.618	756.8
1.000	752.3
1.618	745.0
2.618	733.3
4.250	714.3

Fisher Pivots for day following 10-Dec-2010
Pivot	1 day	3 day
R1	772.3	771.3
PP	771.0	768.8
S1	769.8	766.5

Download as Excel Spreadsheet

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

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