ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 557.1 568.1 11.0 2.0% 554.7
High 577.1 574.1 -3.0 -0.5% 577.1
Low 554.2 565.4 11.2 2.0% 553.0
Close 568.9 571.3 2.4 0.4% 568.9
Range 22.9 8.7 -14.2 -62.0% 24.1
ATR 13.5 13.2 -0.3 -2.6% 0.0
Volume 127,093 149,007 21,914 17.2% 658,967
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 596.3 592.5 576.0
R3 587.8 583.8 573.8
R2 579.0 579.0 573.0
R1 575.3 575.3 572.0 577.0
PP 570.3 570.3 570.3 571.3
S1 566.5 566.5 570.5 568.3
S2 561.5 561.5 569.8
S3 552.8 557.8 569.0
S4 544.3 549.0 566.5
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
5 577.1 554.2 22.9 4.0% 14.8 2.6% 75% False False 134,433
10 577.1 541.9 35.2 6.2% 12.8 2.2% 84% False False 129,789
20 577.1 487.8 89.3 15.6% 12.8 2.2% 94% False False 126,584
40 577.1 470.6 106.5 18.6% 13.3 2.3% 95% False False 131,463
60 577.1 470.6 106.5 18.6% 13.0 2.3% 95% False False 92,226
80 577.1 447.2 129.9 22.7% 13.0 2.3% 96% False False 69,448
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 611.0
2.618 597.0
1.618 588.3
1.000 582.8
0.618 579.5
HIGH 574.0
0.618 570.8
0.500 569.8
0.382 568.8
LOW 565.5
0.618 560.0
1.000 556.8
1.618 551.3
2.618 542.5
4.250 528.5
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 570.8 569.5
PP 570.3 567.5
S1 569.8 565.8

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

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