ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 568.1 570.5 2.4 0.4% 554.7
High 574.1 573.8 -0.3 -0.1% 577.1
Low 565.4 558.5 -6.9 -1.2% 553.0
Close 571.3 562.4 -8.9 -1.6% 568.9
Range 8.7 15.3 6.6 75.9% 24.1
ATR 13.2 13.4 0.1 1.1% 0.0
Volume 149,007 101,527 -47,480 -31.9% 658,967
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 610.8 602.0 570.8
R3 595.5 586.5 566.5
R2 580.3 580.3 565.3
R1 571.3 571.3 563.8 568.0
PP 565.0 565.0 565.0 563.3
S1 556.0 556.0 561.0 552.8
S2 549.5 549.5 559.5
S3 534.3 540.8 558.3
S4 519.0 525.5 554.0
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 4.1% 15.0 2.6% 36% False False 129,579
10 577.1 542.3 34.8 6.2% 13.3 2.4% 58% False False 130,066
20 577.1 498.5 78.6 14.0% 12.8 2.3% 81% False False 124,809
40 577.1 470.6 106.5 18.9% 13.3 2.3% 86% False False 130,090
60 577.1 470.6 106.5 18.9% 13.0 2.3% 86% False False 93,897
80 577.1 447.2 129.9 23.1% 13.0 2.3% 89% False False 70,717
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 True
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 638.8
2.618 613.8
1.618 598.5
1.000 589.0
0.618 583.3
HIGH 573.8
0.618 568.0
0.500 566.3
0.382 564.3
LOW 558.5
0.618 549.0
1.000 543.3
1.618 533.8
2.618 518.5
4.250 493.5
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 566.3 565.8
PP 565.0 564.5
S1 563.8 563.5

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

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