ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 523.2 524.7 1.5 0.3% 478.1
High 529.9 530.5 0.6 0.1% 522.1
Low 516.0 519.4 3.4 0.7% 472.2
Close 524.8 524.7 -0.1 0.0% 519.0
Range 13.9 11.1 -2.8 -20.1% 49.9
ATR 13.3 13.1 -0.2 -1.2% 0.0
Volume 111,211 117,881 6,670 6.0% 660,197
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 558.3 552.5 530.8
R3 547.0 541.5 527.8
R2 536.0 536.0 526.8
R1 530.3 530.3 525.8 530.3
PP 524.8 524.8 524.8 524.8
S1 519.3 519.3 523.8 519.3
S2 513.8 513.8 522.8
S3 502.8 508.3 521.8
S4 491.5 497.0 518.5
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
5 530.5 508.6 21.9 4.2% 10.8 2.0% 74% True False 121,401
10 530.5 471.2 59.3 11.3% 12.0 2.3% 90% True False 128,382
20 530.5 470.6 59.9 11.4% 13.0 2.5% 90% True False 121,354
40 539.5 470.6 68.9 13.1% 13.3 2.5% 79% False False 96,514
60 539.5 468.5 71.0 13.5% 12.5 2.4% 79% False False 64,773
80 539.5 412.5 127.0 24.2% 12.8 2.4% 88% False False 48,617
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 577.8
2.618 559.5
1.618 548.5
1.000 541.5
0.618 537.3
HIGH 530.5
0.618 526.3
0.500 525.0
0.382 523.8
LOW 519.5
0.618 512.5
1.000 508.3
1.618 501.5
2.618 490.3
4.250 472.3
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 525.0 524.3
PP 524.8 523.8
S1 524.8 523.3

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

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