ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 525.6 537.5 11.9 2.3% 522.5
High 543.8 541.3 -2.5 -0.5% 543.8
Low 525.6 536.7 11.1 2.1% 514.5
Close 539.5 545.7 6.2 1.1% 545.7
Range 18.2 4.6 -13.6 -74.7% 29.3
ATR 9.2 8.9 -0.3 -3.6% 0.0
Volume 194 194 0 0.0% 388
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 555.0 555.0 548.3
R3 550.5 550.3 547.0
R2 545.8 545.8 546.5
R1 545.8 545.8 546.0 545.8
PP 541.3 541.3 541.3 541.3
S1 541.3 541.3 545.3 541.3
S2 536.8 536.8 544.8
S3 532.0 536.5 544.5
S4 527.5 532.0 543.3
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 622.5 613.5 561.8
R3 593.3 584.3 553.8
R2 564.0 564.0 551.0
R1 554.8 554.8 548.5 559.5
PP 534.8 534.8 534.8 537.0
S1 525.5 525.5 543.0 530.0
S2 505.3 505.3 540.3
S3 476.0 496.3 537.8
S4 446.8 467.0 529.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 543.8 514.5 29.3 5.4% 6.5 1.2% 106% False False 77
10 543.8 471.2 72.6 13.3% 7.0 1.3% 103% False False 102
20 543.8 471.2 72.6 13.3% 7.5 1.4% 103% False False 100
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 560.8
2.618 553.3
1.618 548.8
1.000 546.0
0.618 544.3
HIGH 541.3
0.618 539.5
0.500 539.0
0.382 538.5
LOW 536.8
0.618 533.8
1.000 532.0
1.618 529.3
2.618 524.8
4.250 517.3
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 543.5 541.0
PP 541.3 536.5
S1 539.0 532.0

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

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