ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 478.1 491.5 13.4 2.8% 495.9
High 491.9 500.7 8.8 1.8% 497.4
Low 472.2 487.8 15.6 3.3% 470.6
Close 490.4 493.6 3.2 0.7% 478.0
Range 19.7 12.9 -6.8 -34.5% 26.8
ATR 13.7 13.6 -0.1 -0.4% 0.0
Volume 130,600 137,013 6,413 4.9% 534,180
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 532.8 526.0 500.8
R3 519.8 513.3 497.3
R2 507.0 507.0 496.0
R1 500.3 500.3 494.8 503.5
PP 494.0 494.0 494.0 495.8
S1 487.3 487.3 492.5 490.8
S2 481.3 481.3 491.3
S3 468.3 474.5 490.0
S4 455.3 461.5 486.5
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
5 500.7 470.6 30.1 6.1% 13.3 2.7% 76% True False 135,964
10 518.7 470.6 48.1 9.7% 13.5 2.7% 48% False False 116,466
20 518.7 470.6 48.1 9.7% 13.8 2.8% 48% False False 135,371
40 539.5 470.6 68.9 14.0% 13.3 2.7% 33% False False 78,441
60 539.5 447.2 92.3 18.7% 13.0 2.6% 50% False False 52,686
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 555.5
2.618 534.5
1.618 521.5
1.000 513.5
0.618 508.8
HIGH 500.8
0.618 495.8
0.500 494.3
0.382 492.8
LOW 487.8
0.618 479.8
1.000 475.0
1.618 467.0
2.618 454.0
4.250 433.0
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 494.3 491.0
PP 494.0 488.5
S1 493.8 486.0

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

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