ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 495.9 493.3 -2.6 -0.5% 506.4
High 497.4 495.5 -1.9 -0.4% 518.7
Low 484.3 481.3 -3.0 -0.6% 494.8
Close 493.6 484.3 -9.3 -1.9% 497.3
Range 13.1 14.2 1.1 8.4% 23.9
ATR 13.7 13.8 0.0 0.2% 0.0
Volume 1,175 120,796 119,621 10,180.5% 490,072
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 529.8 521.3 492.0
R3 515.5 507.0 488.3
R2 501.3 501.3 487.0
R1 492.8 492.8 485.5 490.0
PP 487.0 487.0 487.0 485.5
S1 478.5 478.5 483.0 475.8
S2 472.8 472.8 481.8
S3 458.8 464.3 480.5
S4 444.5 450.3 476.5
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 575.3 560.3 510.5
R3 551.5 536.3 503.8
R2 527.5 527.5 501.8
R1 512.5 512.5 499.5 508.0
PP 503.5 503.5 503.5 501.5
S1 488.5 488.5 495.0 484.0
S2 479.8 479.8 493.0
S3 455.8 464.5 490.8
S4 432.0 440.8 484.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 518.7 481.3 37.4 7.7% 13.8 2.9% 8% False True 96,968
10 518.7 481.3 37.4 7.7% 13.8 2.8% 8% False True 116,538
20 532.6 481.3 51.3 10.6% 13.5 2.8% 6% False True 122,120
40 539.5 468.5 71.0 14.7% 12.8 2.6% 22% False False 61,908
60 539.5 447.2 92.3 19.1% 13.0 2.7% 40% False False 41,382
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 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 555.8
2.618 532.8
1.618 518.5
1.000 509.8
0.618 504.3
HIGH 495.5
0.618 490.0
0.500 488.5
0.382 486.8
LOW 481.3
0.618 472.5
1.000 467.0
1.618 458.3
2.618 444.0
4.250 421.0
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 488.5 497.8
PP 487.0 493.3
S1 485.8 488.8

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

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