ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	509.7	516.9	7.2	1.4%	484.0
High	519.8	516.9	-2.9	-0.6%	519.8
Low	509.1	516.9	7.8	1.5%	471.2
Close	516.8	516.9	0.1	0.0%	516.9
Range	10.7	0.0	-10.7	-100.0%	48.6
ATR	9.4	8.8	-0.7	-7.1%	0.0
Volume	19	0	-19	-100.0%	640

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	517.0	517.0	517.0
R3	517.0	517.0	517.0
R2	517.0	517.0	517.0
R1	517.0	517.0	517.0	517.0
PP	517.0	517.0	517.0	517.0
S1	517.0	517.0	517.0	517.0
S2	517.0	517.0	517.0
S3	517.0	517.0	517.0
S4	517.0	517.0	517.0

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	648.5	631.3	543.8
R3	599.8	582.8	530.3
R2	551.3	551.3	525.8
R1	534.0	534.0	521.3	542.8
PP	502.8	502.8	502.8	507.0
S1	485.5	485.5	512.5	494.0
S2	454.0	454.0	508.0
S3	405.5	436.8	503.5
S4	356.8	388.3	490.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	519.8	471.2	48.6	9.4%	7.5	1.5%	94%	False	False	128
10	519.8	471.2	48.6	9.4%	8.3	1.6%	94%	False	False	112

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.6
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	517.0
2.618	517.0
1.618	517.0
1.000	517.0
0.618	517.0
HIGH	517.0
0.618	517.0
0.500	517.0
0.382	517.0
LOW	517.0
0.618	517.0
1.000	517.0
1.618	517.0
2.618	517.0
4.250	517.0

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	517.0	514.5
PP	517.0	512.3
S1	517.0	510.0

Download as Excel Spreadsheet

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

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