ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 560.7 571.8 11.1 2.0% 578.8
High 570.1 576.7 6.6 1.2% 580.5
Low 557.4 568.8 11.4 2.0% 550.8
Close 567.8 575.9 8.1 1.4% 567.8
Range 12.7 7.9 -4.8 -37.8% 29.7
ATR 13.7 13.3 -0.3 -2.5% 0.0
Volume 139,190 2,021 -137,169 -98.5% 771,549
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 597.5 594.5 580.3
R3 589.5 586.8 578.0
R2 581.8 581.8 577.3
R1 578.8 578.8 576.5 580.3
PP 573.8 573.8 573.8 574.5
S1 571.0 571.0 575.3 572.3
S2 566.0 566.0 574.5
S3 558.0 563.0 573.8
S4 550.0 555.0 571.5
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 655.5 641.3 584.3
R3 625.8 611.8 576.0
R2 596.0 596.0 573.3
R1 582.0 582.0 570.5 574.3
PP 566.3 566.3 566.3 562.5
S1 552.3 552.3 565.0 544.5
S2 536.8 536.8 562.3
S3 507.0 522.5 559.8
S4 477.3 492.8 551.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 580.2 550.8 29.4 5.1% 12.5 2.2% 85% False False 127,962
10 590.7 550.8 39.9 6.9% 12.5 2.2% 63% False False 128,147
20 590.7 545.4 45.3 7.9% 14.0 2.4% 67% False False 126,362
40 590.7 487.8 102.9 17.9% 13.3 2.3% 86% False False 126,473
60 590.7 470.6 120.1 20.9% 13.5 2.3% 88% False False 129,763
80 590.7 470.6 120.1 20.9% 13.3 2.3% 88% False False 100,760
100 590.7 447.2 143.5 24.9% 13.0 2.3% 90% False False 80,831
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 3.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 610.3
2.618 597.5
1.618 589.5
1.000 584.5
0.618 581.5
HIGH 576.8
0.618 573.8
0.500 572.8
0.382 571.8
LOW 568.8
0.618 564.0
1.000 561.0
1.618 556.0
2.618 548.0
4.250 535.3
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 574.8 571.8
PP 573.8 567.8
S1 572.8 563.8

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

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