ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 561.9 573.9 12.0 2.1% 559.3
High 573.4 574.8 1.4 0.2% 573.0
Low 561.9 564.1 2.2 0.4% 554.2
Close 568.1 573.1 5.0 0.9% 566.5
Range 11.5 10.7 -0.8 -7.0% 18.8
ATR 9.4 9.5 0.1 1.0% 0.0
Volume 27 4 -23 -85.2% 593
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 602.8 598.8 579.0
R3 592.0 588.0 576.0
R2 581.3 581.3 575.0
R1 577.3 577.3 574.0 574.0
PP 570.8 570.8 570.8 569.0
S1 566.5 566.5 572.0 563.3
S2 560.0 560.0 571.3
S3 549.3 555.8 570.3
S4 538.5 545.3 567.3
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
5 574.8 554.4 20.4 3.6% 9.5 1.7% 92% True False 85
10 574.8 553.0 21.8 3.8% 8.5 1.5% 92% True False 79
20 574.8 514.5 60.3 10.5% 7.5 1.3% 97% True False 89
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 0.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 620.3
2.618 602.8
1.618 592.0
1.000 585.5
0.618 581.5
HIGH 574.8
0.618 570.8
0.500 569.5
0.382 568.3
LOW 564.0
0.618 557.5
1.000 553.5
1.618 546.8
2.618 536.0
4.250 518.5
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 572.0 570.8
PP 570.8 568.3
S1 569.5 565.8

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

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