ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 518.5 523.2 4.7 0.9% 478.1
High 526.0 529.9 3.9 0.7% 522.1
Low 517.1 516.0 -1.1 -0.2% 472.2
Close 524.6 524.8 0.2 0.0% 519.0
Range 8.9 13.9 5.0 56.2% 49.9
ATR 13.2 13.3 0.0 0.4% 0.0
Volume 103,850 111,211 7,361 7.1% 660,197
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 565.3 559.0 532.5
R3 551.3 545.0 528.5
R2 537.5 537.5 527.3
R1 531.3 531.3 526.0 534.3
PP 523.5 523.5 523.5 525.3
S1 517.3 517.3 523.5 520.5
S2 509.8 509.8 522.3
S3 495.8 503.3 521.0
S4 481.8 489.5 517.3
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
5 529.9 498.5 31.4 6.0% 11.8 2.2% 84% True False 121,529
10 529.9 470.6 59.3 11.3% 12.5 2.4% 91% True False 128,746
20 529.9 470.6 59.3 11.3% 13.0 2.5% 91% True False 122,642
40 539.5 470.6 68.9 13.1% 13.5 2.6% 79% False False 93,567
60 539.5 460.7 78.8 15.0% 12.5 2.4% 81% False False 62,810
80 539.5 407.0 132.5 25.2% 12.5 2.4% 89% False False 47,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 589.0
2.618 566.3
1.618 552.5
1.000 543.8
0.618 538.5
HIGH 530.0
0.618 524.5
0.500 523.0
0.382 521.3
LOW 516.0
0.618 507.5
1.000 502.0
1.618 493.5
2.618 479.5
4.250 457.0
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 524.3 524.0
PP 523.5 523.3
S1 523.0 522.5

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

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