ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 11-Aug-2009

Day Change Summary
	Previous	Current
	10-Aug-2009	11-Aug-2009	Change	Change %	Previous Week
Open	566.4	561.0	-5.4	-1.0%	559.3
High	569.1	561.0	-8.1	-1.4%	573.0
Low	566.4	556.9	-9.5	-1.7%	554.2
Close	568.9	560.0	-8.9	-1.6%	566.5
Range	2.7	4.1	1.4	51.9%	18.8
ATR	8.8	9.1	0.2	2.6%	0.0
Volume	131	15	-116	-88.5%	593

Daily Pivots for day following 11-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	571.5	570.0	562.3
R3	567.5	565.8	561.3
R2	563.5	563.5	560.8
R1	561.8	561.8	560.5	560.5
PP	559.3	559.3	559.3	558.8
S1	557.5	557.5	559.5	556.5
S2	555.3	555.3	559.3
S3	551.0	553.5	558.8
S4	547.0	549.5	557.8

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%	8.5	1.5%	30%	False	False	125
10	573.0	541.3	31.7	5.7%	8.0	1.4%	59%	False	False	97
20	573.0	500.3	72.7	13.0%	7.5	1.3%	82%	False	False	92

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	0.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	578.5
2.618	571.8
1.618	567.8
1.000	565.0
0.618	563.5
HIGH	561.0
0.618	559.5
0.500	559.0
0.382	558.5
LOW	557.0
0.618	554.3
1.000	552.8
1.618	550.3
2.618	546.3
4.250	539.5

Fisher Pivots for day following 11-Aug-2009
Pivot	1 day	3 day
R1	559.8	563.8
PP	559.3	562.5
S1	559.0	561.3

Download as Excel Spreadsheet

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

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