ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 537.5 543.9 6.4 1.2% 522.5
High 541.3 549.0 7.7 1.4% 543.8
Low 536.7 541.6 4.9 0.9% 514.5
Close 545.7 547.4 1.7 0.3% 545.7
Range 4.6 7.4 2.8 60.9% 29.3
ATR 8.9 8.8 -0.1 -1.2% 0.0
Volume 194 194 0 0.0% 388
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 568.3 565.3 551.5
R3 560.8 557.8 549.5
R2 553.5 553.5 548.8
R1 550.5 550.5 548.0 552.0
PP 546.0 546.0 546.0 546.8
S1 543.0 543.0 546.8 544.5
S2 538.5 538.5 546.0
S3 531.3 535.5 545.3
S4 523.8 528.3 543.3
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
5 549.0 514.5 34.5 6.3% 8.0 1.5% 95% True False 116
10 549.0 490.9 58.1 10.6% 6.3 1.1% 97% True False 120
20 549.0 471.2 77.8 14.2% 7.5 1.4% 98% True False 108
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 0.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 580.5
2.618 568.3
1.618 561.0
1.000 556.5
0.618 553.5
HIGH 549.0
0.618 546.3
0.500 545.3
0.382 544.5
LOW 541.5
0.618 537.0
1.000 534.3
1.618 529.8
2.618 522.3
4.250 510.3
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 546.8 544.0
PP 546.0 540.8
S1 545.3 537.3

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

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