ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 509.7 516.9 7.2 1.4% 484.0
High 519.8 516.9 -2.9 -0.6% 519.8
Low 509.1 516.9 7.8 1.5% 471.2
Close 516.8 516.9 0.1 0.0% 516.9
Range 10.7 0.0 -10.7 -100.0% 48.6
ATR 9.4 8.8 -0.7 -7.1% 0.0
Volume 19 0 -19 -100.0% 640
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 517.0 517.0 517.0
R3 517.0 517.0 517.0
R2 517.0 517.0 517.0
R1 517.0 517.0 517.0 517.0
PP 517.0 517.0 517.0 517.0
S1 517.0 517.0 517.0 517.0
S2 517.0 517.0 517.0
S3 517.0 517.0 517.0
S4 517.0 517.0 517.0
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 648.5 631.3 543.8
R3 599.8 582.8 530.3
R2 551.3 551.3 525.8
R1 534.0 534.0 521.3 542.8
PP 502.8 502.8 502.8 507.0
S1 485.5 485.5 512.5 494.0
S2 454.0 454.0 508.0
S3 405.5 436.8 503.5
S4 356.8 388.3 490.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 519.8 471.2 48.6 9.4% 7.5 1.5% 94% False False 128
10 519.8 471.2 48.6 9.4% 8.3 1.6% 94% False False 112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 517.0
2.618 517.0
1.618 517.0
1.000 517.0
0.618 517.0
HIGH 517.0
0.618 517.0
0.500 517.0
0.382 517.0
LOW 517.0
0.618 517.0
1.000 517.0
1.618 517.0
2.618 517.0
4.250 517.0
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 517.0 514.5
PP 517.0 512.3
S1 517.0 510.0

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

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