ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 524.7 524.5 -0.2 0.0% 478.1
High 530.5 546.7 16.2 3.1% 522.1
Low 519.4 524.5 5.1 1.0% 472.2
Close 524.7 541.6 16.9 3.2% 519.0
Range 11.1 22.2 11.1 100.0% 49.9
ATR 13.1 13.8 0.6 5.0% 0.0
Volume 117,881 112,584 -5,297 -4.5% 660,197
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 604.3 595.0 553.8
R3 582.0 573.0 547.8
R2 559.8 559.8 545.8
R1 550.8 550.8 543.8 555.3
PP 537.5 537.5 537.5 540.0
S1 528.5 528.5 539.5 533.0
S2 515.5 515.5 537.5
S3 493.3 506.3 535.5
S4 471.0 484.0 529.5
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
5 546.7 515.0 31.7 5.9% 12.5 2.3% 84% True False 114,296
10 546.7 471.2 75.5 13.9% 13.5 2.5% 93% True False 122,495
20 546.7 470.6 76.1 14.1% 13.5 2.5% 93% True False 120,330
40 546.7 470.6 76.1 14.1% 13.5 2.5% 93% True False 99,300
60 546.7 468.5 78.2 14.4% 12.8 2.4% 93% True False 66,649
80 546.7 418.0 128.7 23.8% 12.8 2.4% 96% True False 50,024
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 641.0
2.618 604.8
1.618 582.5
1.000 569.0
0.618 560.5
HIGH 546.8
0.618 538.3
0.500 535.5
0.382 533.0
LOW 524.5
0.618 510.8
1.000 502.3
1.618 488.5
2.618 466.5
4.250 430.3
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 539.5 538.3
PP 537.5 534.8
S1 535.5 531.3

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

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