ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 21-Dec-2010

Day Change Summary
	Previous	Current
	20-Dec-2010	21-Dec-2010	Change	Change %	Previous Week
Open	777.9	779.0	1.1	0.1%	774.7
High	784.4	789.2	4.8	0.6%	778.2
Low	773.5	778.6	5.1	0.7%	765.1
Close	778.5	788.4	9.9	1.3%	776.2
Range	10.9	10.6	-0.3	-2.8%	13.1
ATR	10.5	10.5	0.0	0.1%	0.0
Volume	91,192	69,605	-21,587	-23.7%	754,909

Daily Pivots for day following 21-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	817.3	813.5	794.3
R3	806.5	802.8	791.3
R2	796.0	796.0	790.3
R1	792.3	792.3	789.3	794.0
PP	785.5	785.5	785.5	786.3
S1	781.5	781.5	787.5	783.5
S2	774.8	774.8	786.5
S3	764.3	771.0	785.5
S4	753.5	760.5	782.5

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	812.5	807.5	783.5
R3	799.3	794.3	779.8
R2	786.3	786.3	778.5
R1	781.3	781.3	777.5	783.8
PP	773.3	773.3	773.3	774.5
S1	768.3	768.3	775.0	770.8
S2	760.0	760.0	773.8
S3	747.0	755.0	772.5
S4	733.8	742.0	769.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	789.2	765.1	24.1	3.1%	10.5	1.3%	97%	True	False	115,798
10	789.2	757.1	32.1	4.1%	9.8	1.2%	98%	True	False	118,901
20	789.2	716.7	72.5	9.2%	10.5	1.3%	99%	True	False	60,819
40	789.2	691.9	97.3	12.3%	9.8	1.2%	99%	True	False	30,574
60	789.2	665.7	123.5	15.7%	8.8	1.1%	99%	True	False	20,387

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	2.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	834.3
2.618	817.0
1.618	806.3
1.000	799.8
0.618	795.8
HIGH	789.3
0.618	785.3
0.500	784.0
0.382	782.8
LOW	778.5
0.618	772.0
1.000	768.0
1.618	761.5
2.618	750.8
4.250	733.5

Fisher Pivots for day following 21-Dec-2010
Pivot	1 day	3 day
R1	787.0	785.5
PP	785.5	782.3
S1	784.0	779.3

Download as Excel Spreadsheet

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

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