ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 566.6 563.5 -3.1 -0.5% 543.9
High 567.4 563.5 -3.9 -0.7% 559.0
Low 557.5 556.3 -1.2 -0.2% 541.3
Close 563.5 554.9 -8.6 -1.5% 553.6
Range 9.9 7.2 -2.7 -27.3% 17.7
ATR 8.7 8.6 -0.1 -1.2% 0.0
Volume 201 32 -169 -84.1% 626
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 579.8 574.5 558.8
R3 572.8 567.3 557.0
R2 565.5 565.5 556.3
R1 560.3 560.3 555.5 559.3
PP 558.3 558.3 558.3 557.8
S1 553.0 553.0 554.3 552.0
S2 551.0 551.0 553.5
S3 543.8 545.8 553.0
S4 536.8 538.5 551.0
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
5 568.2 553.0 15.2 2.7% 7.8 1.4% 13% False False 73
10 568.2 536.7 31.5 5.7% 7.5 1.3% 58% False False 116
20 568.2 471.2 97.0 17.5% 7.3 1.3% 86% False False 100
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 1.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 594.0
2.618 582.3
1.618 575.3
1.000 570.8
0.618 568.0
HIGH 563.5
0.618 560.8
0.500 560.0
0.382 559.0
LOW 556.3
0.618 551.8
1.000 549.0
1.618 544.8
2.618 537.5
4.250 525.8
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 560.0 562.3
PP 558.3 559.8
S1 556.5 557.3

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

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