ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	563.5	554.4	-9.1	-1.6%	559.3
High	563.5	573.0	9.5	1.7%	573.0
Low	556.3	554.4	-1.9	-0.3%	554.2
Close	554.9	566.5	11.6	2.1%	566.5
Range	7.2	18.6	11.4	158.3%	18.8
ATR	8.6	9.3	0.7	8.3%	0.0
Volume	32	250	218	681.3%	593

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	620.5	612.0	576.8
R3	601.8	593.5	571.5
R2	583.3	583.3	570.0
R1	574.8	574.8	568.3	579.0
PP	564.8	564.8	564.8	566.8
S1	556.3	556.3	564.8	560.5
S2	546.0	546.0	563.0
S3	527.5	537.8	561.5
S4	508.8	519.0	556.3

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	621.0	612.5	576.8
R3	602.3	593.8	571.8
R2	583.3	583.3	570.0
R1	575.0	575.0	568.3	579.3
PP	564.5	564.5	564.5	566.8
S1	556.3	556.3	564.8	560.3
S2	545.8	545.8	563.0
S3	527.0	537.3	561.3
S4	508.3	518.5	556.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	573.0	554.2	18.8	3.3%	10.3	1.8%	65%	True	False	118
10	573.0	541.3	31.7	5.6%	8.8	1.6%	79%	True	False	121
20	573.0	471.2	101.8	18.0%	8.0	1.4%	94%	True	False	112

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.1
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	652.0
2.618	621.8
1.618	603.0
1.000	591.5
0.618	584.5
HIGH	573.0
0.618	566.0
0.500	563.8
0.382	561.5
LOW	554.5
0.618	543.0
1.000	535.8
1.618	524.3
2.618	505.8
4.250	475.3

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	565.5	565.5
PP	564.8	564.8
S1	563.8	563.8

Download as Excel Spreadsheet

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

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