ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 483.3 478.2 -5.1 -1.1% 506.4
High 486.6 484.0 -2.6 -0.5% 518.7
Low 470.6 475.8 5.2 1.1% 494.8
Close 476.5 477.4 0.9 0.2% 497.3
Range 16.0 8.2 -7.8 -48.8% 23.9
ATR 13.9 13.5 -0.4 -2.9% 0.0
Volume 121,527 171,448 49,921 41.1% 490,072
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 503.8 498.8 482.0
R3 495.5 490.5 479.8
R2 487.3 487.3 479.0
R1 482.3 482.3 478.3 480.8
PP 479.0 479.0 479.0 478.3
S1 474.3 474.3 476.8 472.5
S2 470.8 470.8 476.0
S3 462.8 466.0 475.3
S4 454.5 457.8 473.0
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
5 514.2 470.6 43.6 9.1% 14.3 3.0% 16% False False 105,915
10 518.7 470.6 48.1 10.1% 13.5 2.9% 14% False False 118,165
20 530.9 470.6 60.3 12.6% 13.5 2.8% 11% False False 134,928
40 539.5 468.5 71.0 14.9% 12.8 2.7% 13% False False 69,082
60 539.5 447.2 92.3 19.3% 13.0 2.7% 33% False False 46,240
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 518.8
2.618 505.5
1.618 497.3
1.000 492.3
0.618 489.0
HIGH 484.0
0.618 480.8
0.500 480.0
0.382 479.0
LOW 475.8
0.618 470.8
1.000 467.5
1.618 462.5
2.618 454.3
4.250 441.0
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 480.0 483.0
PP 479.0 481.3
S1 478.3 479.3

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

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