ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	484.0	491.0	7.0	1.4%	492.5
High	487.1	492.0	4.9	1.0%	492.5
Low	471.2	490.9	19.7	4.2%	471.4
Close	488.3	491.6	3.3	0.7%	476.0
Range	15.9	1.1	-14.8	-93.1%	21.1
ATR	9.0	8.6	-0.4	-4.2%	0.0
Volume	13	524	511	3,930.8%	488

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	494.8	494.3	492.3
R3	493.8	493.3	492.0
R2	492.5	492.5	491.8
R1	492.0	492.0	491.8	492.3
PP	491.5	491.5	491.5	491.5
S1	491.0	491.0	491.5	491.3
S2	490.5	490.5	491.5
S3	489.3	490.0	491.3
S4	488.3	488.8	491.0

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	543.3	530.8	487.5
R3	522.3	509.8	481.8
R2	501.0	501.0	479.8
R1	488.5	488.5	478.0	484.3
PP	480.0	480.0	480.0	477.8
S1	467.5	467.5	474.0	463.3
S2	458.8	458.8	472.3
S3	437.8	446.3	470.3
S4	416.8	425.3	464.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	492.0	471.2	20.8	4.2%	8.3	1.7%	98%	True	False	120
10	516.0	471.2	44.8	9.1%	8.8	1.8%	46%	False	False	149

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	496.8
2.618	495.0
1.618	493.8
1.000	493.0
0.618	492.8
HIGH	492.0
0.618	491.5
0.500	491.5
0.382	491.3
LOW	491.0
0.618	490.3
1.000	489.8
1.618	489.0
2.618	488.0
4.250	486.3

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	491.5	488.3
PP	491.5	485.0
S1	491.5	481.5

Download as Excel Spreadsheet

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

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