ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 570.5 562.4 -8.1 -1.4% 554.7
High 573.8 577.3 3.5 0.6% 577.1
Low 558.5 558.0 -0.5 -0.1% 553.0
Close 562.4 570.4 8.0 1.4% 568.9
Range 15.3 19.3 4.0 26.1% 24.1
ATR 13.4 13.8 0.4 3.2% 0.0
Volume 101,527 114,507 12,980 12.8% 658,967
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 626.5 617.8 581.0
R3 607.3 598.5 575.8
R2 587.8 587.8 574.0
R1 579.3 579.3 572.3 583.5
PP 568.5 568.5 568.5 570.8
S1 559.8 559.8 568.8 564.3
S2 549.3 549.3 566.8
S3 530.0 540.5 565.0
S4 510.8 521.3 559.8
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
5 577.3 554.2 23.1 4.0% 16.0 2.8% 70% True False 126,519
10 577.3 547.7 29.6 5.2% 14.5 2.5% 77% True False 128,477
20 577.3 508.6 68.7 12.0% 13.0 2.3% 90% True False 124,609
40 577.3 470.6 106.7 18.7% 13.3 2.3% 94% True False 127,827
60 577.3 470.6 106.7 18.7% 13.3 2.3% 94% True False 95,798
80 577.3 456.6 120.7 21.2% 13.0 2.3% 94% True False 72,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 659.3
2.618 627.8
1.618 608.5
1.000 596.5
0.618 589.3
HIGH 577.3
0.618 570.0
0.500 567.8
0.382 565.3
LOW 558.0
0.618 546.0
1.000 538.8
1.618 526.8
2.618 507.5
4.250 476.0
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 569.5 569.5
PP 568.5 568.5
S1 567.8 567.8

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

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