ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	546.1	554.1	8.0	1.5%	543.9
High	559.0	558.6	-0.4	-0.1%	559.0
Low	546.1	553.0	6.9	1.3%	541.3
Close	553.1	553.6	0.5	0.1%	553.6
Range	12.9	5.6	-7.3	-56.6%	17.7
ATR	8.8	8.6	-0.2	-2.6%	0.0
Volume	22	22	0	0.0%	626

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	571.8	568.3	556.8
R3	566.3	562.8	555.3
R2	560.8	560.8	554.8
R1	557.3	557.3	554.0	556.0
PP	555.0	555.0	555.0	554.5
S1	551.5	551.5	553.0	550.5
S2	549.5	549.5	552.5
S3	543.8	546.0	552.0
S4	538.3	540.3	550.5

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	604.5	596.8	563.3
R3	586.8	579.0	558.5
R2	569.0	569.0	556.8
R1	561.3	561.3	555.3	565.3
PP	551.3	551.3	551.3	553.3
S1	543.5	543.5	552.0	547.5
S2	533.5	533.5	550.3
S3	516.0	526.0	548.8
S4	498.3	508.3	543.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	559.0	541.3	17.7	3.2%	7.5	1.3%	69%	False	False	125
10	559.0	514.5	44.5	8.0%	7.0	1.3%	88%	False	False	101
20	559.0	471.2	87.8	15.9%	7.8	1.4%	94%	False	False	107

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	582.5
2.618	573.3
1.618	567.8
1.000	564.3
0.618	562.0
HIGH	558.5
0.618	556.5
0.500	555.8
0.382	555.3
LOW	553.0
0.618	549.5
1.000	547.5
1.618	544.0
2.618	538.3
4.250	529.3

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	555.8	552.5
PP	555.0	551.3
S1	554.3	550.3

Download as Excel Spreadsheet

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

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