ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 571.1 562.6 -8.5 -1.5% 547.8
High 571.6 569.0 -2.6 -0.5% 562.8
Low 558.5 554.6 -3.9 -0.7% 541.9
Close 565.9 557.3 -8.6 -1.5% 555.9
Range 13.1 14.4 1.3 9.9% 20.9
ATR 12.7 12.8 0.1 1.0% 0.0
Volume 129,809 140,462 10,653 8.2% 592,074
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 603.5 594.8 565.3
R3 589.0 580.5 561.3
R2 574.8 574.8 560.0
R1 566.0 566.0 558.5 563.3
PP 560.3 560.3 560.3 559.0
S1 551.5 551.5 556.0 548.8
S2 546.0 546.0 554.8
S3 531.5 537.3 553.3
S4 517.0 522.8 549.5
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
5 571.8 551.4 20.4 3.7% 12.8 2.3% 29% False False 135,329
10 571.8 537.4 34.4 6.2% 11.8 2.1% 58% False False 128,045
20 571.8 471.2 100.6 18.1% 12.5 2.2% 86% False False 125,270
40 571.8 470.6 101.2 18.2% 13.0 2.3% 86% False False 130,099
60 571.8 468.5 103.3 18.5% 12.8 2.3% 86% False False 87,811
80 571.8 447.2 124.6 22.4% 13.0 2.3% 88% False False 65,998
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 2.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 630.3
2.618 606.8
1.618 592.3
1.000 583.5
0.618 578.0
HIGH 569.0
0.618 563.5
0.500 561.8
0.382 560.0
LOW 554.5
0.618 545.8
1.000 540.3
1.618 531.3
2.618 517.0
4.250 493.5
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 561.8 563.3
PP 560.3 561.3
S1 558.8 559.3

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

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