ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	552.6	561.8	9.2	1.7%	566.4
High	558.0	565.0	7.0	1.3%	574.8
Low	546.0	556.5	10.5	1.9%	554.5
Close	558.8	564.8	6.0	1.1%	563.5
Range	12.0	8.5	-3.5	-29.2%	20.3
ATR	10.7	10.5	-0.2	-1.5%	0.0
Volume	548	243	-305	-55.7%	199

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	587.5	584.8	569.5
R3	579.0	576.3	567.3
R2	570.5	570.5	566.3
R1	567.8	567.8	565.5	569.3
PP	562.0	562.0	562.0	562.8
S1	559.3	559.3	564.0	560.8
S2	553.5	553.5	563.3
S3	545.0	550.8	562.5
S4	536.5	542.3	560.0

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	566.0	544.0	22.0	3.9%	11.3	2.0%	95%	False	False	204
10	574.8	544.0	30.8	5.5%	10.3	1.8%	68%	False	False	144
20	574.8	536.7	38.1	6.7%	9.0	1.6%	74%	False	False	130
40	574.8	471.2	103.6	18.3%	8.3	1.4%	90%	False	False	111

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	1.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	601.0
2.618	587.3
1.618	578.8
1.000	573.5
0.618	570.3
HIGH	565.0
0.618	561.8
0.500	560.8
0.382	559.8
LOW	556.5
0.618	551.3
1.000	548.0
1.618	542.8
2.618	534.3
4.250	520.5

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	563.5	561.8
PP	562.0	558.5
S1	560.8	555.5

Download as Excel Spreadsheet

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

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