ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 546.1 554.1 8.0 1.5% 543.9
High 559.0 558.6 -0.4 -0.1% 559.0
Low 546.1 553.0 6.9 1.3% 541.3
Close 553.1 553.6 0.5 0.1% 553.6
Range 12.9 5.6 -7.3 -56.6% 17.7
ATR 8.8 8.6 -0.2 -2.6% 0.0
Volume 22 22 0 0.0% 626
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 571.8 568.3 556.8
R3 566.3 562.8 555.3
R2 560.8 560.8 554.8
R1 557.3 557.3 554.0 556.0
PP 555.0 555.0 555.0 554.5
S1 551.5 551.5 553.0 550.5
S2 549.5 549.5 552.5
S3 543.8 546.0 552.0
S4 538.3 540.3 550.5
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 604.5 596.8 563.3
R3 586.8 579.0 558.5
R2 569.0 569.0 556.8
R1 561.3 561.3 555.3 565.3
PP 551.3 551.3 551.3 553.3
S1 543.5 543.5 552.0 547.5
S2 533.5 533.5 550.3
S3 516.0 526.0 548.8
S4 498.3 508.3 543.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 559.0 541.3 17.7 3.2% 7.5 1.3% 69% False False 125
10 559.0 514.5 44.5 8.0% 7.0 1.3% 88% False False 101
20 559.0 471.2 87.8 15.9% 7.8 1.4% 94% False False 107
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 1.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 582.5
2.618 573.3
1.618 567.8
1.000 564.3
0.618 562.0
HIGH 558.5
0.618 556.5
0.500 555.8
0.382 555.3
LOW 553.0
0.618 549.5
1.000 547.5
1.618 544.0
2.618 538.3
4.250 529.3
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 555.8 552.5
PP 555.0 551.3
S1 554.3 550.3

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

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