ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	553.0	552.0	-1.0	-0.2%	580.5
High	555.8	559.1	3.3	0.6%	587.2
Low	551.4	549.0	-2.4	-0.4%	569.2
Close	552.3	558.2	5.9	1.1%	576.7
Range	4.4	10.1	5.7	129.5%	18.0
ATR	11.0	11.0	-0.1	-0.6%	0.0
Volume	6,578	163	-6,415	-97.5%	5,817

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	585.8	582.0	563.8
R3	575.8	572.0	561.0
R2	565.5	565.5	560.0
R1	561.8	561.8	559.3	563.8
PP	555.5	555.5	555.5	556.3
S1	551.8	551.8	557.3	553.5
S2	545.3	545.3	556.3
S3	535.3	541.8	555.5
S4	525.3	531.5	552.8

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	631.8	622.3	586.5
R3	613.8	604.3	581.8
R2	595.8	595.8	580.0
R1	586.3	586.3	578.3	582.0
PP	577.8	577.8	577.8	575.5
S1	568.3	568.3	575.0	564.0
S2	559.8	559.8	573.5
S3	541.8	550.3	571.8
S4	523.8	532.3	566.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	587.2	549.0	38.2	6.8%	12.3	2.2%	24%	False	True	2,247
10	587.2	549.0	38.2	6.8%	10.8	1.9%	24%	False	True	1,682
20	587.2	544.0	43.2	7.7%	10.5	1.9%	33%	False	False	913
40	587.2	471.2	116.0	20.8%	9.0	1.6%	75%	False	False	506

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	602.0
2.618	585.5
1.618	575.5
1.000	569.3
0.618	565.3
HIGH	559.0
0.618	555.3
0.500	554.0
0.382	552.8
LOW	549.0
0.618	542.8
1.000	539.0
1.618	532.8
2.618	522.5
4.250	506.0

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	556.8	563.5
PP	555.5	561.8
S1	554.0	560.0

Download as Excel Spreadsheet

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

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