ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 516.9 522.5 5.6 1.1% 484.0
High 516.9 522.5 5.6 1.1% 519.8
Low 516.9 522.5 5.6 1.1% 471.2
Close 516.9 522.5 5.6 1.1% 516.9
Range
ATR 8.8 8.5 -0.2 -2.6% 0.0
Volume
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 522.5 522.5 522.5
R3 522.5 522.5 522.5
R2 522.5 522.5 522.5
R1 522.5 522.5 522.5 522.5
PP 522.5 522.5 522.5 522.5
S1 522.5 522.5 522.5 522.5
S2 522.5 522.5 522.5
S3 522.5 522.5 522.5
S4 522.5 522.5 522.5
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
5 522.5 490.9 31.6 6.0% 4.5 0.8% 100% True False 125
10 522.5 471.2 51.3 9.8% 7.5 1.4% 100% True False 112
Crabel Price Patterns
NR False
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 0.6
Fibonacci Retracements and Extensions
4.250 522.5
2.618 522.5
1.618 522.5
1.000 522.5
0.618 522.5
HIGH 522.5
0.618 522.5
0.500 522.5
0.382 522.5
LOW 522.5
0.618 522.5
1.000 522.5
1.618 522.5
2.618 522.5
4.250 522.5
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 522.5 520.3
PP 522.5 518.0
S1 522.5 515.8

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

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