ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 548.4 548.0 -0.4 -0.1% 518.5
High 549.8 562.8 13.0 2.4% 548.6
Low 542.3 547.7 5.4 1.0% 516.0
Close 547.6 555.4 7.8 1.4% 547.8
Range 7.5 15.1 7.6 101.3% 32.6
ATR 12.6 12.8 0.2 1.4% 0.0
Volume 130,399 115,989 -14,410 -11.1% 602,035
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 600.5 593.0 563.8
R3 585.5 578.0 559.5
R2 570.5 570.5 558.3
R1 563.0 563.0 556.8 566.8
PP 555.3 555.3 555.3 557.3
S1 547.8 547.8 554.0 551.5
S2 540.3 540.3 552.8
S3 525.0 532.8 551.3
S4 510.0 517.5 547.0
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
5 562.8 537.4 25.4 4.6% 10.8 1.9% 71% True False 120,761
10 562.8 515.0 47.8 8.6% 11.5 2.1% 85% True False 117,529
20 562.8 470.6 92.2 16.6% 13.0 2.3% 92% True False 117,917
40 562.8 470.6 92.2 16.6% 13.0 2.4% 92% True False 114,306
60 562.8 468.5 94.3 17.0% 12.8 2.3% 92% True False 76,674
80 562.8 433.7 129.1 23.2% 12.8 2.3% 94% True False 57,559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 627.0
2.618 602.3
1.618 587.3
1.000 578.0
0.618 572.3
HIGH 562.8
0.618 557.0
0.500 555.3
0.382 553.5
LOW 547.8
0.618 538.3
1.000 532.5
1.618 523.3
2.618 508.3
4.250 483.5
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 555.3 554.5
PP 555.3 553.3
S1 555.3 552.3

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

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