ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 563.8 571.1 7.3 1.3% 547.8
High 571.8 571.6 -0.2 0.0% 562.8
Low 557.6 558.5 0.9 0.2% 541.9
Close 570.7 565.9 -4.8 -0.8% 555.9
Range 14.2 13.1 -1.1 -7.7% 20.9
ATR 12.7 12.7 0.0 0.2% 0.0
Volume 125,798 129,809 4,011 3.2% 592,074
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 604.8 598.3 573.0
R3 591.5 585.3 569.5
R2 578.5 578.5 568.3
R1 572.3 572.3 567.0 568.8
PP 565.3 565.3 565.3 563.5
S1 559.0 559.0 564.8 555.8
S2 552.3 552.3 563.5
S3 539.3 546.0 562.3
S4 526.0 532.8 558.8
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
5 571.8 547.7 24.1 4.3% 12.8 2.3% 76% False False 130,435
10 571.8 524.5 47.3 8.4% 12.5 2.2% 88% False False 125,257
20 571.8 471.2 100.6 17.8% 12.3 2.2% 94% False False 126,820
40 571.8 470.6 101.2 17.9% 13.3 2.3% 94% False False 127,355
60 571.8 468.5 103.3 18.3% 12.8 2.2% 94% False False 85,571
80 571.8 447.2 124.6 22.0% 12.8 2.3% 95% False False 64,251
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 2.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 627.3
2.618 606.0
1.618 592.8
1.000 584.8
0.618 579.8
HIGH 571.5
0.618 566.5
0.500 565.0
0.382 563.5
LOW 558.5
0.618 550.5
1.000 545.5
1.618 537.3
2.618 524.3
4.250 502.8
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 565.5 564.8
PP 565.3 563.5
S1 565.0 562.5

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

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