ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 27-Jul-2009

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	537.5	543.9	6.4	1.2%	522.5
High	541.3	549.0	7.7	1.4%	543.8
Low	536.7	541.6	4.9	0.9%	514.5
Close	545.7	547.4	1.7	0.3%	545.7
Range	4.6	7.4	2.8	60.9%	29.3
ATR	8.9	8.8	-0.1	-1.2%	0.0
Volume	194	194	0	0.0%	388

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	568.3	565.3	551.5
R3	560.8	557.8	549.5
R2	553.5	553.5	548.8
R1	550.5	550.5	548.0	552.0
PP	546.0	546.0	546.0	546.8
S1	543.0	543.0	546.8	544.5
S2	538.5	538.5	546.0
S3	531.3	535.5	545.3
S4	523.8	528.3	543.3

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	622.5	613.5	561.8
R3	593.3	584.3	553.8
R2	564.0	564.0	551.0
R1	554.8	554.8	548.5	559.5
PP	534.8	534.8	534.8	537.0
S1	525.5	525.5	543.0	530.0
S2	505.3	505.3	540.3
S3	476.0	496.3	537.8
S4	446.8	467.0	529.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	549.0	514.5	34.5	6.3%	8.0	1.5%	95%	True	False	116
10	549.0	490.9	58.1	10.6%	6.3	1.1%	97%	True	False	120
20	549.0	471.2	77.8	14.2%	7.5	1.4%	98%	True	False	108

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	0.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	580.5
2.618	568.3
1.618	561.0
1.000	556.5
0.618	553.5
HIGH	549.0
0.618	546.3
0.500	545.3
0.382	544.5
LOW	541.5
0.618	537.0
1.000	534.3
1.618	529.8
2.618	522.3
4.250	510.3

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	546.8	544.0
PP	546.0	540.8
S1	545.3	537.3

Download as Excel Spreadsheet

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

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