ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 07-Jul-2009

Day Change Summary
	Previous	Current
	06-Jul-2009	07-Jul-2009	Change	Change %	Previous Week
Open	492.5	491.0	-1.5	-0.3%	503.3
High	492.5	491.6	-0.9	-0.2%	516.0
Low	483.7	479.8	-3.9	-0.8%	493.5
Close	491.6	482.3	-9.3	-1.9%	495.3
Range	8.8	11.8	3.0	34.1%	22.5
ATR
Volume	0	423	423		490

Daily Pivots for day following 07-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	520.0	513.0	488.8
R3	508.3	501.3	485.5
R2	496.3	496.3	484.5
R1	489.3	489.3	483.5	487.0
PP	484.5	484.5	484.5	483.5
S1	477.5	477.5	481.3	475.3
S2	472.8	472.8	480.3
S3	461.0	465.8	479.0
S4	449.3	454.0	475.8

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	569.0	554.8	507.8
R3	546.5	532.3	501.5
R2	524.0	524.0	499.5
R1	509.8	509.8	497.3	505.8
PP	501.5	501.5	501.5	499.5
S1	487.3	487.3	493.3	483.3
S2	479.0	479.0	491.3
S3	456.5	464.8	489.0
S4	434.0	442.3	483.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	516.0	479.8	36.2	7.5%	9.3	1.9%	7%	False	True	178
10	516.0	479.8	36.2	7.5%	7.8	1.6%	7%	False	True	207

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	0.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	541.8
2.618	522.5
1.618	510.8
1.000	503.5
0.618	499.0
HIGH	491.5
0.618	487.0
0.500	485.8
0.382	484.3
LOW	479.8
0.618	472.5
1.000	468.0
1.618	460.8
2.618	449.0
4.250	429.8

Fisher Pivots for day following 07-Jul-2009
Pivot	1 day	3 day
R1	485.8	487.5
PP	484.5	485.8
S1	483.5	484.0

Download as Excel Spreadsheet

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

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