ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 567.1 579.7 12.6 2.2% 563.3
High 582.7 586.4 3.7 0.6% 582.7
Low 562.0 577.0 15.0 2.7% 545.4
Close 580.5 579.8 -0.7 -0.1% 580.5
Range 20.7 9.4 -11.3 -54.6% 37.3
ATR 14.6 14.3 -0.4 -2.6% 0.0
Volume 112,747 127,466 14,719 13.1% 639,620
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 609.3 604.0 585.0
R3 599.8 594.5 582.5
R2 590.5 590.5 581.5
R1 585.3 585.3 580.8 587.8
PP 581.0 581.0 581.0 582.5
S1 575.8 575.8 579.0 578.5
S2 571.8 571.8 578.0
S3 562.3 566.3 577.3
S4 552.8 557.0 574.8
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 681.5 668.3 601.0
R3 644.3 631.0 590.8
R2 606.8 606.8 587.3
R1 593.8 593.8 584.0 600.3
PP 569.5 569.5 569.5 572.8
S1 556.3 556.3 577.0 563.0
S2 532.3 532.3 573.8
S3 495.0 519.0 570.3
S4 457.8 481.8 560.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 586.4 546.9 39.5 6.8% 13.3 2.3% 83% True False 123,866
10 586.4 545.4 41.0 7.1% 15.3 2.6% 84% True False 124,577
20 586.4 541.9 44.5 7.7% 14.0 2.4% 85% True False 127,183
40 586.4 470.6 115.8 20.0% 13.5 2.3% 94% True False 123,307
60 586.4 470.6 115.8 20.0% 13.5 2.3% 94% True False 112,892
80 586.4 468.5 117.9 20.3% 13.3 2.3% 94% True False 85,012
100 586.4 431.9 154.5 26.6% 13.0 2.3% 96% True False 68,032
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 626.3
2.618 611.0
1.618 601.5
1.000 595.8
0.618 592.3
HIGH 586.5
0.618 582.8
0.500 581.8
0.382 580.5
LOW 577.0
0.618 571.3
1.000 567.5
1.618 561.8
2.618 552.5
4.250 537.0
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 581.8 577.3
PP 581.0 574.5
S1 580.5 571.8

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

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