ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	593.7	597.6	3.9	0.7%	600.2
High	599.2	607.1	7.9	1.3%	603.8
Low	590.5	595.4	4.9	0.8%	589.1
Close	597.9	606.0	8.1	1.4%	597.9
Range	8.7	11.7	3.0	34.5%	14.7
ATR	12.6	12.5	-0.1	-0.5%	0.0
Volume	127,243	129,212	1,969	1.5%	175,755

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	638.0	633.8	612.5
R3	626.3	622.0	609.3
R2	614.5	614.5	608.3
R1	610.3	610.3	607.0	612.5
PP	602.8	602.8	602.8	604.0
S1	598.5	598.5	605.0	600.8
S2	591.3	591.3	603.8
S3	579.5	586.8	602.8
S4	567.8	575.3	599.5

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	641.0	634.3	606.0
R3	626.3	619.5	602.0
R2	611.8	611.8	600.5
R1	604.8	604.8	599.3	600.8
PP	597.0	597.0	597.0	595.0
S1	590.0	590.0	596.5	586.3
S2	582.3	582.3	595.3
S3	567.5	575.3	593.8
S4	552.8	560.8	589.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	607.1	589.1	18.0	3.0%	11.5	1.9%	94%	True	False	60,577
10	607.1	576.2	30.9	5.1%	12.5	2.1%	96%	True	False	31,208
20	607.1	557.0	50.1	8.3%	11.8	1.9%	98%	True	False	15,637
40	620.3	549.9	70.4	11.6%	12.8	2.1%	80%	False	False	7,920

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	656.8
2.618	637.8
1.618	626.0
1.000	618.8
0.618	614.3
HIGH	607.0
0.618	602.8
0.500	601.3
0.382	599.8
LOW	595.5
0.618	588.3
1.000	583.8
1.618	576.5
2.618	564.8
4.250	545.8

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	604.5	603.5
PP	602.8	600.8
S1	601.3	598.3

Download as Excel Spreadsheet

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

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