ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 473.0 484.0 11.0 2.3% 492.5
High 477.4 487.1 9.7 2.0% 492.5
Low 471.4 471.2 -0.2 0.0% 471.4
Close 476.0 488.3 12.3 2.6% 476.0
Range 6.0 15.9 9.9 165.0% 21.1
ATR 8.4 9.0 0.5 6.3% 0.0
Volume 13 13 0 0.0% 488
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 530.0 525.0 497.0
R3 514.0 509.0 492.8
R2 498.0 498.0 491.3
R1 493.3 493.3 489.8 495.8
PP 482.3 482.3 482.3 483.5
S1 477.3 477.3 486.8 479.8
S2 466.3 466.3 485.5
S3 450.5 461.5 484.0
S4 434.5 445.5 479.5
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 543.3 530.8 487.5
R3 522.3 509.8 481.8
R2 501.0 501.0 479.8
R1 488.5 488.5 478.0 484.3
PP 480.0 480.0 480.0 477.8
S1 467.5 467.5 474.0 463.3
S2 458.8 458.8 472.3
S3 437.8 446.3 470.3
S4 416.8 425.3 464.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 491.6 471.2 20.4 4.2% 10.5 2.1% 84% False True 100
10 516.0 471.2 44.8 9.2% 8.5 1.8% 38% False True 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 554.8
2.618 528.8
1.618 512.8
1.000 503.0
0.618 497.0
HIGH 487.0
0.618 481.0
0.500 479.3
0.382 477.3
LOW 471.3
0.618 461.3
1.000 455.3
1.618 445.5
2.618 429.5
4.250 403.5
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 485.3 485.3
PP 482.3 482.3
S1 479.3 479.3

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

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