ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	577.4	577.7	0.3	0.1%	560.0
High	582.0	581.0	-1.0	-0.2%	578.9
Low	577.4	569.2	-8.2	-1.4%	544.0
Close	580.4	579.9	-0.5	-0.1%	578.1
Range	4.6	11.8	7.2	156.5%	34.9
ATR	10.1	10.3	0.1	1.2%	0.0
Volume	2,810	1,781	-1,029	-36.6%	1,631

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	612.0	607.8	586.5
R3	600.3	596.0	583.3
R2	588.5	588.5	582.0
R1	584.3	584.3	581.0	586.3
PP	576.8	576.8	576.8	577.8
S1	572.5	572.5	578.8	574.5
S2	565.0	565.0	577.8
S3	553.0	560.5	576.8
S4	541.3	548.8	573.5

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	671.8	659.8	597.3
R3	636.8	625.0	587.8
R2	602.0	602.0	584.5
R1	590.0	590.0	581.3	596.0
PP	567.0	567.0	567.0	570.0
S1	555.0	555.0	575.0	561.0
S2	532.0	532.0	571.8
S3	497.3	520.3	568.5
S4	462.3	485.3	559.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	584.6	560.3	24.3	4.2%	9.5	1.6%	81%	False	False	1,117
10	584.6	544.0	40.6	7.0%	10.3	1.8%	88%	False	False	660
20	584.6	544.0	40.6	7.0%	9.5	1.6%	88%	False	False	369
40	584.6	471.2	113.4	19.6%	8.5	1.4%	96%	False	False	237

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1.5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	631.3
2.618	612.0
1.618	600.0
1.000	592.8
0.618	588.3
HIGH	581.0
0.618	576.5
0.500	575.0
0.382	573.8
LOW	569.3
0.618	562.0
1.000	557.5
1.618	550.0
2.618	538.3
4.250	519.0

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	578.3	579.0
PP	576.8	578.0
S1	575.0	577.0

Download as Excel Spreadsheet

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

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