ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	573.9	566.0	-7.9	-1.4%	566.4
High	574.8	566.0	-8.8	-1.5%	574.8
Low	564.1	554.5	-9.6	-1.7%	554.5
Close	573.1	563.5	-9.6	-1.7%	563.5
Range	10.7	11.5	0.8	7.5%	20.3
ATR	9.5	10.1	0.7	6.9%	0.0
Volume	4	22	18	450.0%	199

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	595.8	591.3	569.8
R3	584.3	579.8	566.8
R2	572.8	572.8	565.5
R1	568.3	568.3	564.5	564.8
PP	561.3	561.3	561.3	559.5
S1	556.8	556.8	562.5	553.3
S2	549.8	549.8	561.5
S3	538.3	545.3	560.3
S4	526.8	533.8	557.3

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	625.3	614.8	574.8
R3	604.8	594.3	569.0
R2	584.5	584.5	567.3
R1	574.0	574.0	565.3	569.3
PP	564.3	564.3	564.3	561.8
S1	553.8	553.8	561.8	548.8
S2	544.0	544.0	559.8
S3	523.8	533.5	558.0
S4	503.3	513.3	552.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	574.8	554.5	20.3	3.6%	8.0	1.4%	44%	False	True	39
10	574.8	554.2	20.6	3.7%	9.3	1.6%	45%	False	False	79
20	574.8	514.5	60.3	10.7%	8.0	1.4%	81%	False	False	90

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	0.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	615.0
2.618	596.0
1.618	584.5
1.000	577.5
0.618	573.0
HIGH	566.0
0.618	561.5
0.500	560.3
0.382	559.0
LOW	554.5
0.618	547.5
1.000	543.0
1.618	536.0
2.618	524.5
4.250	505.5

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	562.5	564.8
PP	561.3	564.3
S1	560.3	564.0

Download as Excel Spreadsheet

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

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