ICE Russell 2000 Mini Future March 2010

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

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	600.2	603.7	3.5	0.6%	576.1
High	603.8	603.7	-0.1	0.0%	604.5
Low	594.4	589.5	-4.9	-0.8%	566.0
Close	600.4	594.3	-6.1	-1.0%	600.6
Range	9.4	14.2	4.8	51.1%	38.5
ATR	13.1	13.2	0.1	0.6%	0.0
Volume	2,082	2,886	804	38.6%	7,212

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	638.5	630.5	602.0
R3	624.3	616.3	598.3
R2	610.0	610.0	597.0
R1	602.3	602.3	595.5	599.0
PP	595.8	595.8	595.8	594.3
S1	588.0	588.0	593.0	584.8
S2	581.8	581.8	591.8
S3	567.5	573.8	590.5
S4	553.3	559.5	586.5

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	705.8	691.8	621.8
R3	667.3	653.3	611.3
R2	628.8	628.8	607.8
R1	614.8	614.8	604.3	621.8
PP	590.3	590.3	590.3	594.0
S1	576.3	576.3	597.0	583.3
S2	551.8	551.8	593.5
S3	513.3	537.8	590.0
S4	474.8	499.3	579.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	604.5	583.7	20.8	3.5%	14.0	2.4%	51%	False	False	2,319
10	604.5	557.0	47.5	8.0%	13.5	2.3%	79%	False	False	1,229
20	604.5	557.0	47.5	8.0%	11.8	2.0%	79%	False	False	696
40	621.0	549.9	71.1	12.0%	12.5	2.1%	62%	False	False	429

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	2.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	664.0
2.618	641.0
1.618	626.8
1.000	618.0
0.618	612.5
HIGH	603.8
0.618	598.3
0.500	596.5
0.382	595.0
LOW	589.5
0.618	580.8
1.000	575.3
1.618	566.5
2.618	552.3
4.250	529.3

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	596.5	594.8
PP	595.8	594.5
S1	595.0	594.5

Download as Excel Spreadsheet

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

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