ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 12-Aug-2009

Day Change Summary
	Previous	Current
	11-Aug-2009	12-Aug-2009	Change	Change %	Previous Week
Open	561.0	561.9	0.9	0.2%	559.3
High	561.0	573.4	12.4	2.2%	573.0
Low	556.9	561.9	5.0	0.9%	554.2
Close	560.0	568.1	8.1	1.4%	566.5
Range	4.1	11.5	7.4	180.5%	18.8
ATR	9.1	9.4	0.3	3.4%	0.0
Volume	15	27	12	80.0%	593

Daily Pivots for day following 12-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	602.3	596.8	574.5
R3	590.8	585.3	571.3
R2	579.3	579.3	570.3
R1	573.8	573.8	569.3	576.5
PP	567.8	567.8	567.8	569.3
S1	562.3	562.3	567.0	565.0
S2	556.3	556.3	566.0
S3	544.8	550.8	565.0
S4	533.3	539.3	561.8

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	573.4	554.4	19.0	3.3%	8.8	1.6%	72%	True	False	91
10	573.4	546.1	27.3	4.8%	8.8	1.6%	81%	True	False	81
20	573.4	509.1	64.3	11.3%	7.5	1.3%	92%	True	False	89

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	0.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	622.3
2.618	603.5
1.618	592.0
1.000	585.0
0.618	580.5
HIGH	573.5
0.618	569.0
0.500	567.8
0.382	566.3
LOW	562.0
0.618	554.8
1.000	550.5
1.618	543.3
2.618	531.8
4.250	513.0

Fisher Pivots for day following 12-Aug-2009
Pivot	1 day	3 day
R1	568.0	567.0
PP	567.8	566.3
S1	567.8	565.3

Download as Excel Spreadsheet

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

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