ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 517.8 518.5 0.7 0.1% 478.1
High 521.2 526.0 4.8 0.9% 522.1
Low 515.0 517.1 2.1 0.4% 472.2
Close 519.0 524.6 5.6 1.1% 519.0
Range 6.2 8.9 2.7 43.5% 49.9
ATR 13.5 13.2 -0.3 -2.5% 0.0
Volume 125,957 103,850 -22,107 -17.6% 660,197
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 549.3 545.8 529.5
R3 540.3 537.0 527.0
R2 531.5 531.5 526.3
R1 528.0 528.0 525.5 529.8
PP 522.5 522.5 522.5 523.5
S1 519.3 519.3 523.8 520.8
S2 513.8 513.8 523.0
S3 504.8 510.3 522.3
S4 495.8 501.3 519.8
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
5 526.0 487.8 38.2 7.3% 11.5 2.2% 96% True False 126,689
10 526.0 470.6 55.4 10.6% 12.5 2.4% 97% True False 129,705
20 526.0 470.6 55.4 10.6% 13.5 2.6% 97% True False 122,830
40 539.5 470.6 68.9 13.1% 13.0 2.5% 78% False False 90,788
60 539.5 460.7 78.8 15.0% 12.5 2.4% 81% False False 60,957
80 539.5 407.0 132.5 25.3% 12.5 2.4% 89% False False 45,762
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 563.8
2.618 549.3
1.618 540.5
1.000 535.0
0.618 531.5
HIGH 526.0
0.618 522.5
0.500 521.5
0.382 520.5
LOW 517.0
0.618 511.5
1.000 508.3
1.618 502.8
2.618 493.8
4.250 479.3
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 523.5 522.3
PP 522.5 519.8
S1 521.5 517.3

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

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