ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	516.9	522.5	5.6	1.1%	484.0
High	516.9	522.5	5.6	1.1%	519.8
Low	516.9	522.5	5.6	1.1%	471.2
Close	516.9	522.5	5.6	1.1%	516.9
Range
ATR	8.8	8.5	-0.2	-2.6%	0.0
Volume

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	522.5	522.5	522.5
R3	522.5	522.5	522.5
R2	522.5	522.5	522.5
R1	522.5	522.5	522.5	522.5
PP	522.5	522.5	522.5	522.5
S1	522.5	522.5	522.5	522.5
S2	522.5	522.5	522.5
S3	522.5	522.5	522.5
S4	522.5	522.5	522.5

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	522.5	490.9	31.6	6.0%	4.5	0.8%	100%	True	False	125
10	522.5	471.2	51.3	9.8%	7.5	1.4%	100%	True	False	112

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	522.5
2.618	522.5
1.618	522.5
1.000	522.5
0.618	522.5
HIGH	522.5
0.618	522.5
0.500	522.5
0.382	522.5
LOW	522.5
0.618	522.5
1.000	522.5
1.618	522.5
2.618	522.5
4.250	522.5

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	522.5	520.3
PP	522.5	518.0
S1	522.5	515.8

Download as Excel Spreadsheet

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

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