ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	543.3	546.1	2.8	0.5%	522.5
High	545.7	559.0	13.3	2.4%	543.8
Low	541.3	546.1	4.8	0.9%	514.5
Close	545.3	553.1	7.8	1.4%	545.7
Range	4.4	12.9	8.5	193.2%	29.3
ATR	8.4	8.8	0.4	4.4%	0.0
Volume	194	22	-172	-88.7%	388

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	591.5	585.3	560.3
R3	578.5	572.3	556.8
R2	565.8	565.8	555.5
R1	559.3	559.3	554.3	562.5
PP	552.8	552.8	552.8	554.3
S1	546.5	546.5	552.0	549.5
S2	539.8	539.8	550.8
S3	527.0	533.5	549.5
S4	514.0	520.8	546.0

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	559.0	536.7	22.3	4.0%	7.3	1.3%	74%	True	False	159
10	559.0	514.5	44.5	8.0%	6.5	1.2%	87%	True	False	99
20	559.0	471.2	87.8	15.9%	7.3	1.3%	93%	True	False	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.0
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	613.8
2.618	592.8
1.618	579.8
1.000	572.0
0.618	567.0
HIGH	559.0
0.618	554.0
0.500	552.5
0.382	551.0
LOW	546.0
0.618	538.3
1.000	533.3
1.618	525.3
2.618	512.3
4.250	491.3

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	553.0	552.0
PP	552.8	551.3
S1	552.5	550.3

Download as Excel Spreadsheet

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

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