ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 582.5 578.8 -3.7 -0.6% 579.7
High 590.7 580.5 -10.2 -1.7% 590.7
Low 575.3 567.9 -7.4 -1.3% 570.8
Close 579.1 571.7 -7.4 -1.3% 579.1
Range 15.4 12.6 -2.8 -18.2% 19.9
ATR 13.8 13.7 -0.1 -0.6% 0.0
Volume 152,340 133,756 -18,584 -12.2% 635,374
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 611.3 604.0 578.8
R3 598.5 591.5 575.3
R2 586.0 586.0 574.0
R1 578.8 578.8 572.8 576.0
PP 573.3 573.3 573.3 572.0
S1 566.3 566.3 570.5 563.5
S2 560.8 560.8 569.5
S3 548.3 553.8 568.3
S4 535.5 541.0 564.8
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 640.0 629.5 590.0
R3 620.0 609.5 584.5
R2 600.0 600.0 582.8
R1 589.5 589.5 581.0 585.0
PP 580.3 580.3 580.3 577.8
S1 569.8 569.8 577.3 565.0
S2 560.3 560.3 575.5
S3 540.5 549.8 573.8
S4 520.5 530.0 568.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 590.7 567.9 22.8 4.0% 12.5 2.2% 17% False True 128,332
10 590.7 546.9 43.8 7.7% 12.8 2.2% 57% False False 126,099
20 590.7 545.4 45.3 7.9% 14.5 2.5% 58% False False 127,980
40 590.7 470.6 120.1 21.0% 13.5 2.3% 84% False False 127,068
60 590.7 470.6 120.1 21.0% 13.5 2.3% 84% False False 123,436
80 590.7 468.5 122.2 21.4% 13.0 2.3% 84% False False 92,978
100 590.7 447.2 143.5 25.1% 13.3 2.3% 87% False False 74,449
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 634.0
2.618 613.5
1.618 601.0
1.000 593.0
0.618 588.3
HIGH 580.5
0.618 575.8
0.500 574.3
0.382 572.8
LOW 568.0
0.618 560.0
1.000 555.3
1.618 547.5
2.618 535.0
4.250 514.3
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 574.3 579.3
PP 573.3 576.8
S1 572.5 574.3

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

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