ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	554.4	566.4	12.0	2.2%	559.3
High	573.0	569.1	-3.9	-0.7%	573.0
Low	554.4	566.4	12.0	2.2%	554.2
Close	566.5	568.9	2.4	0.4%	566.5
Range	18.6	2.7	-15.9	-85.5%	18.8
ATR	9.3	8.8	-0.5	-5.1%	0.0
Volume	250	131	-119	-47.6%	593

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	576.3	575.3	570.5
R3	573.5	572.5	569.8
R2	570.8	570.8	569.5
R1	569.8	569.8	569.3	570.3
PP	568.3	568.3	568.3	568.5
S1	567.3	567.3	568.8	567.8
S2	565.5	565.5	568.5
S3	562.8	564.5	568.3
S4	560.0	561.8	567.5

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	554.4	18.6	3.3%	9.5	1.7%	78%	False	False	129
10	573.0	541.3	31.7	5.6%	8.3	1.5%	87%	False	False	115
20	573.0	490.9	82.1	14.4%	7.3	1.3%	95%	False	False	118

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.8
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	580.5
2.618	576.3
1.618	573.5
1.000	571.8
0.618	570.8
HIGH	569.0
0.618	568.0
0.500	567.8
0.382	567.5
LOW	566.5
0.618	564.8
1.000	563.8
1.618	562.0
2.618	559.3
4.250	555.0

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	568.5	567.3
PP	568.3	565.5
S1	567.8	563.8

Download as Excel Spreadsheet

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

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