ICE Russell 2000 Mini Future March 2010

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

Day Change Summary
	Previous	Current
	09-Dec-2009	10-Dec-2009	Change	Change %	Previous Week
Open	596.0	596.0	0.0	0.0%	576.1
High	600.0	600.8	0.8	0.1%	604.5
Low	589.1	589.4	0.3	0.1%	566.0
Close	594.5	593.1	-1.4	-0.2%	600.6
Range	10.9	11.4	0.5	4.6%	38.5
ATR	13.0	12.9	-0.1	-0.9%	0.0
Volume	7,941	35,603	27,662	348.3%	7,212

Daily Pivots for day following 10-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	628.8	622.3	599.3
R3	617.3	610.8	596.3
R2	605.8	605.8	595.3
R1	599.5	599.5	594.3	597.0
PP	594.5	594.5	594.5	593.3
S1	588.0	588.0	592.0	585.5
S2	583.0	583.0	591.0
S3	571.8	576.8	590.0
S4	560.3	565.3	586.8

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	585.0	19.5	3.3%	13.0	2.2%	42%	False	False	10,436
10	604.5	557.0	47.5	8.0%	14.0	2.4%	76%	False	False	5,577
20	604.5	557.0	47.5	8.0%	12.0	2.0%	76%	False	False	2,871
40	621.0	549.9	71.1	12.0%	12.8	2.2%	61%	False	False	1,515

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	649.3
2.618	630.8
1.618	619.3
1.000	612.3
0.618	607.8
HIGH	600.8
0.618	596.5
0.500	595.0
0.382	593.8
LOW	589.5
0.618	582.3
1.000	578.0
1.618	571.0
2.618	559.5
4.250	541.0

Fisher Pivots for day following 10-Dec-2009
Pivot	1 day	3 day
R1	595.0	596.5
PP	594.5	595.3
S1	593.8	594.3

Download as Excel Spreadsheet

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

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