ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	559.2	566.6	7.4	1.3%	543.9
High	568.2	567.4	-0.8	-0.1%	559.0
Low	559.2	557.5	-1.7	-0.3%	541.3
Close	568.3	563.5	-4.8	-0.8%	553.6
Range	9.0	9.9	0.9	10.0%	17.7
ATR	8.5	8.7	0.2	1.9%	0.0
Volume	34	201	167	491.2%	626

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	592.5	588.0	569.0
R3	582.5	578.0	566.3
R2	572.8	572.8	565.3
R1	568.0	568.0	564.5	565.5
PP	562.8	562.8	562.8	561.5
S1	558.3	558.3	562.5	555.5
S2	553.0	553.0	561.8
S3	543.0	548.3	560.8
S4	533.0	538.5	558.0

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	546.1	22.1	3.9%	8.8	1.6%	79%	False	False	71
10	568.2	525.6	42.6	7.6%	8.5	1.5%	89%	False	False	132
20	568.2	471.2	97.0	17.2%	7.3	1.3%	95%	False	False	100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1.2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	609.5
2.618	593.3
1.618	583.5
1.000	577.3
0.618	573.5
HIGH	567.5
0.618	563.5
0.500	562.5
0.382	561.3
LOW	557.5
0.618	551.5
1.000	547.5
1.618	541.5
2.618	531.5
4.250	515.5

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	563.3	562.8
PP	562.8	562.0
S1	562.5	561.3

Download as Excel Spreadsheet

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

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