ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 524.5 539.1 14.6 2.8% 518.5
High 546.7 548.6 1.9 0.3% 548.6
Low 524.5 537.4 12.9 2.5% 516.0
Close 541.6 547.8 6.2 1.1% 547.8
Range 22.2 11.2 -11.0 -49.5% 32.6
ATR 13.8 13.6 -0.2 -1.3% 0.0
Volume 112,584 156,509 43,925 39.0% 602,035
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 578.3 574.3 554.0
R3 567.0 563.0 551.0
R2 555.8 555.8 549.8
R1 551.8 551.8 548.8 553.8
PP 544.5 544.5 544.5 545.5
S1 540.5 540.5 546.8 542.5
S2 533.5 533.5 545.8
S3 522.3 529.5 544.8
S4 511.0 518.3 541.8
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 635.3 624.3 565.8
R3 602.8 591.5 556.8
R2 570.0 570.0 553.8
R1 559.0 559.0 550.8 564.5
PP 537.5 537.5 537.5 540.3
S1 526.3 526.3 544.8 532.0
S2 504.8 504.8 541.8
S3 472.3 493.8 538.8
S4 439.8 461.3 529.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 548.6 516.0 32.6 6.0% 13.5 2.5% 98% True False 120,407
10 548.6 472.2 76.4 13.9% 13.5 2.5% 99% True False 126,223
20 548.6 470.6 78.0 14.2% 13.0 2.4% 99% True False 122,010
40 548.6 470.6 78.0 14.2% 13.5 2.5% 99% True False 103,195
60 548.6 468.5 80.1 14.6% 12.8 2.3% 99% True False 69,253
80 548.6 431.9 116.7 21.3% 13.0 2.4% 99% True False 51,980
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 596.3
2.618 578.0
1.618 566.8
1.000 559.8
0.618 555.5
HIGH 548.5
0.618 544.3
0.500 543.0
0.382 541.8
LOW 537.5
0.618 530.5
1.000 526.3
1.618 519.3
2.618 508.0
4.250 489.8
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 546.3 543.3
PP 544.5 538.5
S1 543.0 534.0

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

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