ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 04-Aug-2009

Day Change Summary
	Previous	Current
	03-Aug-2009	04-Aug-2009	Change	Change %	Previous Week
Open	559.3	559.2	-0.1	0.0%	543.9
High	560.9	568.2	7.3	1.3%	559.0
Low	554.2	559.2	5.0	0.9%	541.3
Close	560.7	568.3	7.6	1.4%	553.6
Range	6.7	9.0	2.3	34.3%	17.7
ATR	8.5	8.5	0.0	0.4%	0.0
Volume	76	34	-42	-55.3%	626

Daily Pivots for day following 04-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	592.3	589.3	573.3
R3	583.3	580.3	570.8
R2	574.3	574.3	570.0
R1	571.3	571.3	569.0	572.8
PP	565.3	565.3	565.3	566.0
S1	562.3	562.3	567.5	563.8
S2	556.3	556.3	566.8
S3	547.3	553.3	565.8
S4	538.3	544.3	563.3

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	568.2	541.3	26.9	4.7%	7.8	1.4%	100%	True	False	69
10	568.2	520.0	48.2	8.5%	8.0	1.4%	100%	True	False	112
20	568.2	471.2	97.0	17.1%	7.5	1.3%	100%	True	False	91

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	1.1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	606.5
2.618	591.8
1.618	582.8
1.000	577.3
0.618	573.8
HIGH	568.3
0.618	564.8
0.500	563.8
0.382	562.8
LOW	559.3
0.618	553.8
1.000	550.3
1.618	544.8
2.618	535.8
4.250	521.0

Fisher Pivots for day following 04-Aug-2009
Pivot	1 day	3 day
R1	566.8	565.8
PP	565.3	563.3
S1	563.8	560.5

Download as Excel Spreadsheet

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

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