ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 491.5 499.0 7.5 1.5% 495.9
High 500.7 514.5 13.8 2.8% 497.4
Low 487.8 498.5 10.7 2.2% 470.6
Close 493.6 511.9 18.3 3.7% 478.0
Range 12.9 16.0 3.1 24.0% 26.8
ATR 13.6 14.2 0.5 3.8% 0.0
Volume 137,013 118,518 -18,495 -13.5% 534,180
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 556.3 550.0 520.8
R3 540.3 534.0 516.3
R2 524.3 524.3 514.8
R1 518.0 518.0 513.3 521.3
PP 508.3 508.3 508.3 509.8
S1 502.0 502.0 510.5 505.3
S2 492.3 492.3 509.0
S3 476.3 486.0 507.5
S4 460.3 470.0 503.0
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
5 514.5 471.2 43.3 8.5% 13.3 2.6% 94% True False 135,362
10 518.7 470.6 48.1 9.4% 14.3 2.8% 86% False False 116,481
20 518.7 470.6 48.1 9.4% 13.8 2.7% 86% False False 131,046
40 539.5 470.6 68.9 13.5% 13.3 2.6% 60% False False 81,393
60 539.5 456.6 82.9 16.2% 12.8 2.5% 67% False False 54,661
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 2.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 582.5
2.618 556.5
1.618 540.5
1.000 530.5
0.618 524.5
HIGH 514.5
0.618 508.5
0.500 506.5
0.382 504.5
LOW 498.5
0.618 488.5
1.000 482.5
1.618 472.5
2.618 456.5
4.250 430.5
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 510.0 505.8
PP 508.3 499.5
S1 506.5 493.3

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

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