ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 554.7 563.8 9.1 1.6% 547.8
High 564.7 571.8 7.1 1.3% 562.8
Low 553.0 557.6 4.6 0.8% 541.9
Close 563.0 570.7 7.7 1.4% 555.9
Range 11.7 14.2 2.5 21.4% 20.9
ATR 12.6 12.7 0.1 0.9% 0.0
Volume 135,805 125,798 -10,007 -7.4% 592,074
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 609.3 604.3 578.5
R3 595.0 590.0 574.5
R2 581.0 581.0 573.3
R1 575.8 575.8 572.0 578.3
PP 566.8 566.8 566.8 568.0
S1 561.5 561.5 569.5 564.3
S2 552.5 552.5 568.0
S3 538.3 547.5 566.8
S4 524.0 533.3 563.0
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
5 571.8 542.3 29.5 5.2% 11.8 2.1% 96% True False 130,553
10 571.8 519.4 52.4 9.2% 12.3 2.1% 98% True False 124,065
20 571.8 470.6 101.2 17.7% 12.3 2.2% 99% True False 126,405
40 571.8 470.6 101.2 17.7% 13.0 2.3% 99% True False 124,263
60 571.8 468.5 103.3 18.1% 12.5 2.2% 99% True False 83,407
80 571.8 447.2 124.6 21.8% 12.8 2.2% 99% True False 62,638
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 3 trading days
Fibonacci Retracements and Extensions
4.250 632.3
2.618 609.0
1.618 594.8
1.000 586.0
0.618 580.5
HIGH 571.8
0.618 566.5
0.500 564.8
0.382 563.0
LOW 557.5
0.618 548.8
1.000 543.5
1.618 534.5
2.618 520.5
4.250 497.3
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 568.8 567.8
PP 566.8 564.8
S1 564.8 561.5

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

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