ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 08-Jul-2009

Day Change Summary
	Previous	Current
	07-Jul-2009	08-Jul-2009	Change	Change %	Previous Week
Open	491.0	483.2	-7.8	-1.6%	503.3
High	491.6	483.2	-8.4	-1.7%	516.0
Low	479.8	472.0	-7.8	-1.6%	493.5
Close	482.3	474.5	-7.8	-1.6%	495.3
Range	11.8	11.2	-0.6	-5.1%	22.5
ATR
Volume	423	26	-397	-93.9%	490

Daily Pivots for day following 08-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	510.3	503.5	480.8
R3	499.0	492.3	477.5
R2	487.8	487.8	476.5
R1	481.3	481.3	475.5	478.8
PP	476.5	476.5	476.5	475.5
S1	470.0	470.0	473.5	467.8
S2	465.3	465.3	472.5
S3	454.3	458.8	471.5
S4	443.0	447.5	468.3

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	511.7	472.0	39.7	8.4%	10.0	2.1%	6%	False	True	183
10	516.0	472.0	44.0	9.3%	8.3	1.7%	6%	False	True	99

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	0.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	530.8
2.618	512.5
1.618	501.3
1.000	494.5
0.618	490.0
HIGH	483.3
0.618	479.0
0.500	477.5
0.382	476.3
LOW	472.0
0.618	465.0
1.000	460.8
1.618	454.0
2.618	442.8
4.250	424.5

Fisher Pivots for day following 08-Jul-2009
Pivot	1 day	3 day
R1	477.5	482.3
PP	476.5	479.8
S1	475.5	477.0

Download as Excel Spreadsheet

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

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