ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 10-Sep-2009

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	571.1	584.2	13.1	2.3%	573.4
High	586.8	592.0	5.2	0.9%	578.1
Low	569.7	578.7	9.0	1.6%	549.0
Close	582.5	590.8	8.3	1.4%	565.4
Range	17.1	13.3	-3.8	-22.2%	29.1
ATR	11.6	11.7	0.1	1.1%	0.0
Volume	10,603	51,284	40,681	383.7%	14,000

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	627.0	622.3	598.0
R3	613.8	609.0	594.5
R2	600.5	600.5	593.3
R1	595.8	595.8	592.0	598.0
PP	587.3	587.3	587.3	588.5
S1	582.3	582.3	589.5	584.8
S2	573.8	573.8	588.3
S3	560.5	569.0	587.3
S4	547.3	555.8	583.5

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	592.0	549.0	43.0	7.3%	12.8	2.1%	97%	True	False	13,861
10	592.0	549.0	43.0	7.3%	12.5	2.1%	97%	True	False	8,215
20	592.0	544.0	48.0	8.1%	11.5	1.9%	98%	True	False	4,349
40	592.0	509.1	82.9	14.0%	9.5	1.6%	99%	True	False	2,219

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	3.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	648.5
2.618	626.8
1.618	613.5
1.000	605.3
0.618	600.3
HIGH	592.0
0.618	587.0
0.500	585.3
0.382	583.8
LOW	578.8
0.618	570.5
1.000	565.5
1.618	557.3
2.618	544.0
4.250	522.3

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	589.0	587.0
PP	587.3	583.5
S1	585.3	579.8

Download as Excel Spreadsheet

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

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