ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 04-Sep-2009

Day Change Summary
	Previous	Current
	03-Sep-2009	04-Sep-2009	Change	Change %	Previous Week
Open	552.0	559.0	7.0	1.3%	573.4
High	559.1	567.7	8.6	1.5%	578.1
Low	549.0	550.7	1.7	0.3%	549.0
Close	558.2	565.4	7.2	1.3%	565.4
Range	10.1	17.0	6.9	68.3%	29.1
ATR	11.0	11.4	0.4	3.9%	0.0
Volume	163	3,628	3,465	2,125.8%	14,000

Daily Pivots for day following 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	612.3	605.8	574.8
R3	595.3	588.8	570.0
R2	578.3	578.3	568.5
R1	571.8	571.8	567.0	575.0
PP	561.3	561.3	561.3	563.0
S1	554.8	554.8	563.8	558.0
S2	544.3	544.3	562.3
S3	527.3	537.8	560.8
S4	510.3	520.8	556.0

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	651.5	637.5	581.5
R3	622.3	608.5	573.5
R2	593.3	593.3	570.8
R1	579.3	579.3	568.0	571.8
PP	564.3	564.3	564.3	560.5
S1	550.3	550.3	562.8	542.8
S2	535.0	535.0	560.0
S3	506.0	521.3	557.5
S4	476.8	492.0	549.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	578.1	549.0	29.1	5.1%	12.8	2.3%	56%	False	False	2,800
10	587.2	549.0	38.2	6.8%	10.8	1.9%	43%	False	False	1,981
20	587.2	544.0	43.2	7.6%	10.5	1.9%	50%	False	False	1,082
40	587.2	471.2	116.0	20.5%	9.3	1.6%	81%	False	False	597

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	3.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	640.0
2.618	612.3
1.618	595.3
1.000	584.8
0.618	578.3
HIGH	567.8
0.618	561.3
0.500	559.3
0.382	557.3
LOW	550.8
0.618	540.3
1.000	533.8
1.618	523.3
2.618	506.3
4.250	478.5

Fisher Pivots for day following 04-Sep-2009
Pivot	1 day	3 day
R1	563.3	563.0
PP	561.3	560.8
S1	559.3	558.3

Download as Excel Spreadsheet

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

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