ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 554.9 554.7 -0.2 0.0% 547.8
High 561.4 564.7 3.3 0.6% 562.8
Low 551.4 553.0 1.6 0.3% 541.9
Close 555.9 563.0 7.1 1.3% 555.9
Range 10.0 11.7 1.7 17.0% 20.9
ATR 12.6 12.6 -0.1 -0.5% 0.0
Volume 144,775 135,805 -8,970 -6.2% 592,074
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 595.3 590.8 569.5
R3 583.8 579.3 566.3
R2 572.0 572.0 565.3
R1 567.5 567.5 564.0 569.8
PP 560.3 560.3 560.3 561.3
S1 555.8 555.8 562.0 558.0
S2 548.5 548.5 560.8
S3 536.8 544.0 559.8
S4 525.3 532.3 556.5
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
5 564.7 541.9 22.8 4.0% 10.8 1.9% 93% True False 125,145
10 564.7 516.0 48.7 8.7% 12.3 2.2% 97% True False 122,606
20 564.7 470.6 94.1 16.7% 12.3 2.2% 98% True False 126,155
40 564.7 470.6 94.1 16.7% 13.0 2.3% 98% True False 121,165
60 564.7 468.5 96.2 17.1% 12.5 2.2% 98% True False 81,311
80 564.7 447.2 117.5 20.9% 12.8 2.3% 99% True False 61,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 614.5
2.618 595.3
1.618 583.8
1.000 576.5
0.618 572.0
HIGH 564.8
0.618 560.3
0.500 558.8
0.382 557.5
LOW 553.0
0.618 545.8
1.000 541.3
1.618 534.0
2.618 522.3
4.250 503.3
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 561.5 560.8
PP 560.3 558.5
S1 558.8 556.3

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

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