ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 566.4 561.0 -5.4 -1.0% 559.3
High 569.1 561.0 -8.1 -1.4% 573.0
Low 566.4 556.9 -9.5 -1.7% 554.2
Close 568.9 560.0 -8.9 -1.6% 566.5
Range 2.7 4.1 1.4 51.9% 18.8
ATR 8.8 9.1 0.2 2.6% 0.0
Volume 131 15 -116 -88.5% 593
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 571.5 570.0 562.3
R3 567.5 565.8 561.3
R2 563.5 563.5 560.8
R1 561.8 561.8 560.5 560.5
PP 559.3 559.3 559.3 558.8
S1 557.5 557.5 559.5 556.5
S2 555.3 555.3 559.3
S3 551.0 553.5 558.8
S4 547.0 549.5 557.8
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 621.0 612.5 576.8
R3 602.3 593.8 571.8
R2 583.3 583.3 570.0
R1 575.0 575.0 568.3 579.3
PP 564.5 564.5 564.5 566.8
S1 556.3 556.3 564.8 560.3
S2 545.8 545.8 563.0
S3 527.0 537.3 561.3
S4 508.3 518.5 556.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 573.0 554.4 18.6 3.3% 8.5 1.5% 30% False False 125
10 573.0 541.3 31.7 5.7% 8.0 1.4% 59% False False 97
20 573.0 500.3 72.7 13.0% 7.5 1.3% 82% False False 92
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
4.250 578.5
2.618 571.8
1.618 567.8
1.000 565.0
0.618 563.5
HIGH 561.0
0.618 559.5
0.500 559.0
0.382 558.5
LOW 557.0
0.618 554.3
1.000 552.8
1.618 550.3
2.618 546.3
4.250 539.5
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 559.8 563.8
PP 559.3 562.5
S1 559.0 561.3

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

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