ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 478.2 477.6 -0.6 -0.1% 495.9
High 484.0 480.9 -3.1 -0.6% 497.4
Low 475.8 471.2 -4.6 -1.0% 470.6
Close 477.4 478.0 0.6 0.1% 478.0
Range 8.2 9.7 1.5 18.3% 26.8
ATR 13.5 13.2 -0.3 -2.0% 0.0
Volume 171,448 119,234 -52,214 -30.5% 534,180
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 505.8 501.5 483.3
R3 496.0 492.0 480.8
R2 486.5 486.5 479.8
R1 482.3 482.3 479.0 484.3
PP 476.8 476.8 476.8 477.8
S1 472.5 472.5 477.0 474.5
S2 467.0 467.0 476.3
S3 457.3 462.8 475.3
S4 447.5 453.0 472.8
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 562.5 547.0 492.8
R3 535.5 520.3 485.3
R2 508.8 508.8 483.0
R1 493.5 493.5 480.5 487.8
PP 482.0 482.0 482.0 479.3
S1 466.5 466.5 475.5 461.0
S2 455.3 455.3 473.0
S3 428.5 439.8 470.8
S4 401.5 413.0 463.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 497.4 470.6 26.8 5.6% 12.3 2.6% 28% False False 106,836
10 518.7 470.6 48.1 10.1% 12.5 2.6% 15% False False 117,796
20 524.6 470.6 54.0 11.3% 13.3 2.8% 14% False False 139,081
40 539.5 469.7 69.8 14.6% 12.8 2.7% 12% False False 71,812
60 539.5 447.2 92.3 19.3% 12.8 2.7% 33% False False 48,227
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 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 522.0
2.618 506.3
1.618 496.5
1.000 490.5
0.618 487.0
HIGH 481.0
0.618 477.3
0.500 476.0
0.382 475.0
LOW 471.3
0.618 465.3
1.000 461.5
1.618 455.5
2.618 445.8
4.250 430.0
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 477.3 478.5
PP 476.8 478.5
S1 476.0 478.3

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

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