ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 573.9 566.0 -7.9 -1.4% 566.4
High 574.8 566.0 -8.8 -1.5% 574.8
Low 564.1 554.5 -9.6 -1.7% 554.5
Close 573.1 563.5 -9.6 -1.7% 563.5
Range 10.7 11.5 0.8 7.5% 20.3
ATR 9.5 10.1 0.7 6.9% 0.0
Volume 4 22 18 450.0% 199
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 595.8 591.3 569.8
R3 584.3 579.8 566.8
R2 572.8 572.8 565.5
R1 568.3 568.3 564.5 564.8
PP 561.3 561.3 561.3 559.5
S1 556.8 556.8 562.5 553.3
S2 549.8 549.8 561.5
S3 538.3 545.3 560.3
S4 526.8 533.8 557.3
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 625.3 614.8 574.8
R3 604.8 594.3 569.0
R2 584.5 584.5 567.3
R1 574.0 574.0 565.3 569.3
PP 564.3 564.3 564.3 561.8
S1 553.8 553.8 561.8 548.8
S2 544.0 544.0 559.8
S3 523.8 533.5 558.0
S4 503.3 513.3 552.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 574.8 554.5 20.3 3.6% 8.0 1.4% 44% False True 39
10 574.8 554.2 20.6 3.7% 9.3 1.6% 45% False False 79
20 574.8 514.5 60.3 10.7% 8.0 1.4% 81% False False 90
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 0.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 615.0
2.618 596.0
1.618 584.5
1.000 577.5
0.618 573.0
HIGH 566.0
0.618 561.5
0.500 560.3
0.382 559.0
LOW 554.5
0.618 547.5
1.000 543.0
1.618 536.0
2.618 524.5
4.250 505.5
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 562.5 564.8
PP 561.3 564.3
S1 560.3 564.0

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

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