ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 516.9 520.0 3.1 0.6% 484.0
High 518.9 525.6 6.7 1.3% 519.8
Low 514.5 520.0 5.5 1.1% 471.2
Close 522.6 522.6 0.0 0.0% 516.9
Range 4.4 5.6 1.2 27.3% 48.6
ATR 8.5 8.3 -0.2 -2.4% 0.0
Volume
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 539.5 536.8 525.8
R3 534.0 531.0 524.3
R2 528.3 528.3 523.8
R1 525.5 525.5 523.0 527.0
PP 522.8 522.8 522.8 523.5
S1 519.8 519.8 522.0 521.3
S2 517.3 517.3 521.5
S3 511.5 514.3 521.0
S4 506.0 508.8 519.5
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
5 525.6 509.1 16.5 3.2% 4.3 0.8% 82% True False 3
10 525.6 471.2 54.4 10.4% 6.0 1.2% 94% True False 67
20 525.6 471.2 54.4 10.4% 7.3 1.4% 94% True False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 549.5
2.618 540.3
1.618 534.8
1.000 531.3
0.618 529.0
HIGH 525.5
0.618 523.5
0.500 522.8
0.382 522.3
LOW 520.0
0.618 516.5
1.000 514.5
1.618 511.0
2.618 505.3
4.250 496.3
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 522.8 521.8
PP 522.8 521.0
S1 522.8 520.0

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

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