ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	559.0	569.2	10.2	1.8%	573.4
High	567.7	573.5	5.8	1.0%	578.1
Low	550.7	567.5	16.8	3.1%	549.0
Close	565.4	573.5	8.1	1.4%	565.4
Range	17.0	6.0	-11.0	-64.7%	29.1
ATR	11.4	11.2	-0.2	-2.1%	0.0
Volume	3,628	3,628	0	0.0%	14,000

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	589.5	587.5	576.8
R3	583.5	581.5	575.3
R2	577.5	577.5	574.5
R1	575.5	575.5	574.0	576.5
PP	571.5	571.5	571.5	572.0
S1	569.5	569.5	573.0	570.5
S2	565.5	565.5	572.5
S3	559.5	563.5	571.8
S4	553.5	557.5	570.3

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%	12.5	2.2%	84%	False	False	3,449
10	587.2	549.0	38.2	6.7%	10.5	1.8%	64%	False	False	2,335
20	587.2	544.0	43.2	7.5%	10.8	1.9%	68%	False	False	1,257
40	587.2	490.9	96.3	16.8%	9.0	1.6%	86%	False	False	687

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	3.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	599.0
2.618	589.3
1.618	583.3
1.000	579.5
0.618	577.3
HIGH	573.5
0.618	571.3
0.500	570.5
0.382	569.8
LOW	567.5
0.618	563.8
1.000	561.5
1.618	557.8
2.618	551.8
4.250	542.0

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	572.5	569.5
PP	571.5	565.3
S1	570.5	561.3

Download as Excel Spreadsheet

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

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