ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 17-Aug-2009

Day Change Summary
	Previous	Current
	14-Aug-2009	17-Aug-2009	Change	Change %	Previous Week
Open	566.0	560.0	-6.0	-1.1%	566.4
High	566.0	560.0	-6.0	-1.1%	574.8
Low	554.5	544.0	-10.5	-1.9%	554.5
Close	563.5	546.1	-17.4	-3.1%	563.5
Range	11.5	16.0	4.5	39.1%	20.3
ATR	10.1	10.8	0.7	6.6%	0.0
Volume	22	56	34	154.5%	199

Daily Pivots for day following 17-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	598.0	588.0	555.0
R3	582.0	572.0	550.5
R2	566.0	566.0	549.0
R1	556.0	556.0	547.5	553.0
PP	550.0	550.0	550.0	548.5
S1	540.0	540.0	544.8	537.0
S2	534.0	534.0	543.3
S3	518.0	524.0	541.8
S4	502.0	508.0	537.3

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	544.0	30.8	5.6%	10.8	2.0%	7%	False	True	24
10	574.8	544.0	30.8	5.6%	10.0	1.9%	7%	False	True	77
20	574.8	514.5	60.3	11.0%	9.0	1.6%	52%	False	False	93

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.2
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	628.0
2.618	602.0
1.618	586.0
1.000	576.0
0.618	570.0
HIGH	560.0
0.618	554.0
0.500	552.0
0.382	550.0
LOW	544.0
0.618	534.0
1.000	528.0
1.618	518.0
2.618	502.0
4.250	476.0

Fisher Pivots for day following 17-Aug-2009
Pivot	1 day	3 day
R1	552.0	559.5
PP	550.0	555.0
S1	548.0	550.5

Download as Excel Spreadsheet

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

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