ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 543.9 544.2 0.3 0.1% 522.5
High 549.0 548.0 -1.0 -0.2% 543.8
Low 541.6 541.3 -0.3 -0.1% 514.5
Close 547.4 547.3 -0.1 0.0% 545.7
Range 7.4 6.7 -0.7 -9.5% 29.3
ATR 8.8 8.6 -0.1 -1.7% 0.0
Volume 194 194 0 0.0% 388
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 565.8 563.3 551.0
R3 559.0 556.5 549.3
R2 552.3 552.3 548.5
R1 549.8 549.8 548.0 551.0
PP 545.5 545.5 545.5 546.3
S1 543.0 543.0 546.8 544.3
S2 538.8 538.8 546.0
S3 532.3 536.3 545.5
S4 525.5 529.8 543.5
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
5 549.0 520.0 29.0 5.3% 8.5 1.6% 94% False False 155
10 549.0 500.3 48.7 8.9% 6.8 1.2% 97% False False 87
20 549.0 471.2 77.8 14.2% 7.8 1.4% 98% False False 118
Crabel Price Patterns
NR True
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 0.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 576.5
2.618 565.5
1.618 558.8
1.000 554.8
0.618 552.3
HIGH 548.0
0.618 545.5
0.500 544.8
0.382 543.8
LOW 541.3
0.618 537.3
1.000 534.5
1.618 530.5
2.618 523.8
4.250 512.8
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 546.5 545.8
PP 545.5 544.3
S1 544.8 542.8

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

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