ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 559.3 559.2 -0.1 0.0% 543.9
High 560.9 568.2 7.3 1.3% 559.0
Low 554.2 559.2 5.0 0.9% 541.3
Close 560.7 568.3 7.6 1.4% 553.6
Range 6.7 9.0 2.3 34.3% 17.7
ATR 8.5 8.5 0.0 0.4% 0.0
Volume 76 34 -42 -55.3% 626
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 592.3 589.3 573.3
R3 583.3 580.3 570.8
R2 574.3 574.3 570.0
R1 571.3 571.3 569.0 572.8
PP 565.3 565.3 565.3 566.0
S1 562.3 562.3 567.5 563.8
S2 556.3 556.3 566.8
S3 547.3 553.3 565.8
S4 538.3 544.3 563.3
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
5 568.2 541.3 26.9 4.7% 7.8 1.4% 100% True False 69
10 568.2 520.0 48.2 8.5% 8.0 1.4% 100% True False 112
20 568.2 471.2 97.0 17.1% 7.5 1.3% 100% True False 91
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 1.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 606.5
2.618 591.8
1.618 582.8
1.000 577.3
0.618 573.8
HIGH 568.3
0.618 564.8
0.500 563.8
0.382 562.8
LOW 559.3
0.618 553.8
1.000 550.3
1.618 544.8
2.618 535.8
4.250 521.0
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 566.8 565.8
PP 565.3 563.3
S1 563.8 560.5

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

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