ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 491.0 500.3 9.3 1.9% 492.5
High 492.0 510.7 18.7 3.8% 492.5
Low 490.9 500.3 9.4 1.9% 471.4
Close 491.6 509.9 18.3 3.7% 476.0
Range 1.1 10.4 9.3 845.5% 21.1
ATR 8.6 9.3 0.8 8.7% 0.0
Volume 524 84 -440 -84.0% 488
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 538.3 534.5 515.5
R3 527.8 524.0 512.8
R2 517.3 517.3 511.8
R1 513.8 513.8 510.8 515.5
PP 507.0 507.0 507.0 508.0
S1 503.3 503.3 509.0 505.0
S2 496.5 496.5 508.0
S3 486.3 492.8 507.0
S4 475.8 482.5 504.3
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
5 510.7 471.2 39.5 7.7% 8.0 1.6% 98% True False 132
10 511.7 471.2 40.5 7.9% 9.0 1.8% 96% False False 157
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 555.0
2.618 538.0
1.618 527.5
1.000 521.0
0.618 517.3
HIGH 510.8
0.618 506.8
0.500 505.5
0.382 504.3
LOW 500.3
0.618 493.8
1.000 490.0
1.618 483.5
2.618 473.0
4.250 456.0
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 508.5 503.5
PP 507.0 497.3
S1 505.5 491.0

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

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