ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	584.2	590.0	5.8	1.0%	569.2
High	592.0	596.3	4.3	0.7%	596.3
Low	578.7	587.6	8.9	1.5%	567.5
Close	590.8	590.6	-0.2	0.0%	590.6
Range	13.3	8.7	-4.6	-34.6%	28.8
ATR	11.7	11.5	-0.2	-1.8%	0.0
Volume	51,284	152,062	100,778	196.5%	217,577

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	617.5	612.8	595.5
R3	609.0	604.0	593.0
R2	600.3	600.3	592.3
R1	595.5	595.5	591.5	597.8
PP	591.5	591.5	591.5	592.8
S1	586.8	586.8	589.8	589.0
S2	582.8	582.8	589.0
S3	574.0	578.0	588.3
S4	565.5	569.3	585.8

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	671.3	659.8	606.5
R3	642.5	631.0	598.5
R2	613.5	613.5	596.0
R1	602.0	602.0	593.3	607.8
PP	584.8	584.8	584.8	587.8
S1	573.3	573.3	588.0	579.0
S2	556.0	556.0	585.3
S3	527.3	544.5	582.8
S4	498.5	515.8	574.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	596.3	550.7	45.6	7.7%	12.5	2.1%	88%	True	False	44,241
10	596.3	549.0	47.3	8.0%	12.3	2.1%	88%	True	False	23,244
20	596.3	544.0	52.3	8.9%	11.3	1.9%	89%	True	False	11,952
40	596.3	514.5	81.8	13.9%	9.5	1.6%	93%	True	False	6,020

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	3.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	633.3
2.618	619.0
1.618	610.5
1.000	605.0
0.618	601.8
HIGH	596.3
0.618	593.0
0.500	592.0
0.382	591.0
LOW	587.5
0.618	582.3
1.000	579.0
1.618	573.5
2.618	564.8
4.250	550.5

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	592.0	588.0
PP	591.5	585.5
S1	591.0	583.0

Download as Excel Spreadsheet

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

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