ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 477.6 478.1 0.5 0.1% 495.9
High 480.9 491.9 11.0 2.3% 497.4
Low 471.2 472.2 1.0 0.2% 470.6
Close 478.0 490.4 12.4 2.6% 478.0
Range 9.7 19.7 10.0 103.1% 26.8
ATR 13.2 13.7 0.5 3.5% 0.0
Volume 119,234 130,600 11,366 9.5% 534,180
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 544.0 536.8 501.3
R3 524.3 517.3 495.8
R2 504.5 504.5 494.0
R1 497.5 497.5 492.3 501.0
PP 484.8 484.8 484.8 486.5
S1 477.8 477.8 488.5 481.3
S2 465.3 465.3 486.8
S3 445.5 458.0 485.0
S4 425.8 438.3 479.5
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
5 495.5 470.6 24.9 5.1% 13.5 2.8% 80% False False 132,721
10 518.7 470.6 48.1 9.8% 13.5 2.7% 41% False False 115,485
20 521.0 470.6 50.4 10.3% 13.8 2.8% 39% False False 136,343
40 539.5 470.6 68.9 14.0% 13.0 2.7% 29% False False 75,047
60 539.5 447.2 92.3 18.8% 13.0 2.7% 47% False False 50,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 575.5
2.618 543.5
1.618 523.8
1.000 511.5
0.618 504.0
HIGH 492.0
0.618 484.3
0.500 482.0
0.382 479.8
LOW 472.3
0.618 460.0
1.000 452.5
1.618 440.3
2.618 420.8
4.250 388.5
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 487.5 487.5
PP 484.8 484.5
S1 482.0 481.5

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

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