ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 562.6 557.1 -5.5 -1.0% 554.7
High 569.0 577.1 8.1 1.4% 577.1
Low 554.6 554.2 -0.4 -0.1% 553.0
Close 557.3 568.9 11.6 2.1% 568.9
Range 14.4 22.9 8.5 59.0% 24.1
ATR 12.8 13.5 0.7 5.6% 0.0
Volume 140,462 127,093 -13,369 -9.5% 658,967
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 635.5 625.0 581.5
R3 612.5 602.3 575.3
R2 589.8 589.8 573.0
R1 579.3 579.3 571.0 584.5
PP 566.8 566.8 566.8 569.3
S1 556.3 556.3 566.8 561.5
S2 543.8 543.8 564.8
S3 521.0 533.5 562.5
S4 498.0 510.5 556.3
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 638.8 627.8 582.3
R3 614.5 603.8 575.5
R2 590.5 590.5 573.3
R1 579.8 579.8 571.0 585.0
PP 566.3 566.3 566.3 569.0
S1 555.5 555.5 566.8 561.0
S2 542.3 542.3 564.5
S3 518.3 531.5 562.3
S4 494.0 507.3 555.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 577.1 553.0 24.1 4.2% 15.3 2.7% 66% True False 131,793
10 577.1 541.9 35.2 6.2% 12.8 2.3% 77% True False 125,104
20 577.1 472.2 104.9 18.4% 13.3 2.3% 92% True False 125,663
40 577.1 470.6 106.5 18.7% 13.3 2.3% 92% True False 132,372
60 577.1 469.7 107.4 18.9% 13.0 2.3% 92% True False 89,763
80 577.1 447.2 129.9 22.8% 13.0 2.3% 94% True False 67,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 674.5
2.618 637.0
1.618 614.3
1.000 600.0
0.618 591.3
HIGH 577.0
0.618 568.3
0.500 565.8
0.382 563.0
LOW 554.3
0.618 540.0
1.000 531.3
1.618 517.3
2.618 494.3
4.250 457.0
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 567.8 567.8
PP 566.8 566.8
S1 565.8 565.8

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

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