ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 548.0 554.9 6.9 1.3% 547.8
High 562.8 561.4 -1.4 -0.2% 562.8
Low 547.7 551.4 3.7 0.7% 541.9
Close 555.4 555.9 0.5 0.1% 555.9
Range 15.1 10.0 -5.1 -33.8% 20.9
ATR 12.8 12.6 -0.2 -1.6% 0.0
Volume 115,989 144,775 28,786 24.8% 592,074
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 586.3 581.0 561.5
R3 576.3 571.0 558.8
R2 566.3 566.3 557.8
R1 561.0 561.0 556.8 563.8
PP 556.3 556.3 556.3 557.5
S1 551.0 551.0 555.0 553.8
S2 546.3 546.3 554.0
S3 536.3 541.0 553.3
S4 526.3 531.0 550.5
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 616.3 607.0 567.5
R3 595.3 586.0 561.8
R2 574.5 574.5 559.8
R1 565.3 565.3 557.8 569.8
PP 553.5 553.5 553.5 555.8
S1 544.3 544.3 554.0 549.0
S2 532.8 532.8 552.0
S3 511.8 523.3 550.3
S4 490.8 502.5 544.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 562.8 541.9 20.9 3.8% 10.5 1.9% 67% False False 118,414
10 562.8 516.0 46.8 8.4% 12.0 2.1% 85% False False 119,410
20 562.8 470.6 92.2 16.6% 12.5 2.2% 93% False False 119,424
40 562.8 470.6 92.2 16.6% 13.0 2.3% 93% False False 117,864
60 562.8 468.5 94.3 17.0% 12.5 2.3% 93% False False 79,049
80 562.8 440.3 122.5 22.0% 13.0 2.3% 94% False False 59,368
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 604.0
2.618 587.5
1.618 577.5
1.000 571.5
0.618 567.5
HIGH 561.5
0.618 557.5
0.500 556.5
0.382 555.3
LOW 551.5
0.618 545.3
1.000 541.5
1.618 535.3
2.618 525.3
4.250 509.0
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 556.5 554.8
PP 556.3 553.8
S1 556.0 552.5

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

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