ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 21-Jul-2009

Day Change Summary
	Previous	Current
	20-Jul-2009	21-Jul-2009	Change	Change %	Previous Week
Open	522.5	516.9	-5.6	-1.1%	484.0
High	522.5	518.9	-3.6	-0.7%	519.8
Low	522.5	514.5	-8.0	-1.5%	471.2
Close	522.5	522.6	0.1	0.0%	516.9
Range	0.0	4.4	4.4		48.6
ATR	8.5	8.5	0.0	-0.5%	0.0
Volume

Daily Pivots for day following 21-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	531.8	531.8	525.0
R3	527.5	527.3	523.8
R2	523.0	523.0	523.5
R1	522.8	522.8	523.0	523.0
PP	518.8	518.8	518.8	518.8
S1	518.5	518.5	522.3	518.5
S2	514.3	514.3	521.8
S3	509.8	514.0	521.5
S4	505.5	509.8	520.3

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	500.3	22.2	4.2%	5.0	1.0%	100%	False	False	20
10	522.5	471.2	51.3	9.8%	6.8	1.3%	100%	False	False	70
20	522.5	471.2	51.3	9.8%	7.3	1.4%	100%	False	False	139

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	0.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	537.5
2.618	530.5
1.618	526.0
1.000	523.3
0.618	521.5
HIGH	519.0
0.618	517.3
0.500	516.8
0.382	516.3
LOW	514.5
0.618	511.8
1.000	510.0
1.618	507.5
2.618	503.0
4.250	495.8

Fisher Pivots for day following 21-Jul-2009
Pivot	1 day	3 day
R1	520.8	521.3
PP	518.8	519.8
S1	516.8	518.5

Download as Excel Spreadsheet

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

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