ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 499.0 511.8 12.8 2.6% 495.9
High 514.5 522.1 7.6 1.5% 497.4
Low 498.5 508.6 10.1 2.0% 470.6
Close 511.9 518.9 7.0 1.4% 478.0
Range 16.0 13.5 -2.5 -15.6% 26.8
ATR 14.2 14.1 0.0 -0.3% 0.0
Volume 118,518 148,109 29,591 25.0% 534,180
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 557.0 551.5 526.3
R3 543.5 538.0 522.5
R2 530.0 530.0 521.5
R1 524.5 524.5 520.3 527.3
PP 516.5 516.5 516.5 518.0
S1 511.0 511.0 517.8 513.8
S2 503.0 503.0 516.5
S3 489.5 497.5 515.3
S4 476.0 484.0 511.5
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
5 522.1 471.2 50.9 9.8% 14.3 2.8% 94% True False 130,694
10 522.1 470.6 51.5 9.9% 14.3 2.8% 94% True False 118,304
20 522.1 470.6 51.5 9.9% 13.8 2.6% 94% True False 129,030
40 539.5 470.6 68.9 13.3% 13.3 2.5% 70% False False 85,071
60 539.5 456.6 82.9 16.0% 12.8 2.5% 75% False False 57,129
80 539.5 405.3 134.2 25.9% 12.8 2.5% 85% False False 42,914
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 2.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 579.5
2.618 557.5
1.618 544.0
1.000 535.5
0.618 530.5
HIGH 522.0
0.618 517.0
0.500 515.3
0.382 513.8
LOW 508.5
0.618 500.3
1.000 495.0
1.618 486.8
2.618 473.3
4.250 451.3
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 517.8 514.3
PP 516.5 509.5
S1 515.3 505.0

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

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