ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 511.8 517.8 6.0 1.2% 478.1
High 522.1 521.2 -0.9 -0.2% 522.1
Low 508.6 515.0 6.4 1.3% 472.2
Close 518.9 519.0 0.1 0.0% 519.0
Range 13.5 6.2 -7.3 -54.1% 49.9
ATR 14.1 13.5 -0.6 -4.0% 0.0
Volume 148,109 125,957 -22,152 -15.0% 660,197
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 537.0 534.3 522.5
R3 530.8 528.0 520.8
R2 524.5 524.5 520.3
R1 521.8 521.8 519.5 523.3
PP 518.5 518.5 518.5 519.0
S1 515.5 515.5 518.5 517.0
S2 512.3 512.3 517.8
S3 506.0 509.5 517.3
S4 499.8 503.3 515.5
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 654.3 636.5 546.5
R3 604.3 586.5 532.8
R2 554.3 554.3 528.3
R1 536.8 536.8 523.5 545.5
PP 504.5 504.5 504.5 508.8
S1 486.8 486.8 514.5 495.5
S2 454.5 454.5 509.8
S3 404.8 436.8 505.3
S4 354.8 387.0 491.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 522.1 472.2 49.9 9.6% 13.8 2.6% 94% False False 132,039
10 522.1 470.6 51.5 9.9% 13.0 2.5% 94% False False 119,437
20 522.1 470.6 51.5 9.9% 13.5 2.6% 94% False False 124,759
40 539.5 470.6 68.9 13.3% 13.0 2.5% 70% False False 88,193
60 539.5 460.7 78.8 15.2% 12.8 2.4% 74% False False 59,226
80 539.5 407.0 132.5 25.5% 12.5 2.4% 85% False False 44,469
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 547.5
2.618 537.5
1.618 531.3
1.000 527.5
0.618 525.0
HIGH 521.3
0.618 518.8
0.500 518.0
0.382 517.3
LOW 515.0
0.618 511.3
1.000 508.8
1.618 505.0
2.618 498.8
4.250 488.8
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 518.8 516.0
PP 518.5 513.3
S1 518.0 510.3

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

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