ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 560.0 546.5 -13.5 -2.4% 566.4
High 560.0 553.7 -6.3 -1.1% 574.8
Low 544.0 546.0 2.0 0.4% 554.5
Close 546.1 553.5 7.4 1.4% 563.5
Range 16.0 7.7 -8.3 -51.9% 20.3
ATR 10.8 10.6 -0.2 -2.0% 0.0
Volume 56 151 95 169.6% 199
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 574.3 571.5 557.8
R3 566.5 563.8 555.5
R2 558.8 558.8 555.0
R1 556.3 556.3 554.3 557.5
PP 551.0 551.0 551.0 551.8
S1 548.5 548.5 552.8 549.8
S2 543.3 543.3 552.0
S3 535.8 540.8 551.5
S4 528.0 533.0 549.3
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
5 574.8 544.0 30.8 5.6% 11.5 2.1% 31% False False 52
10 574.8 544.0 30.8 5.6% 10.0 1.8% 31% False False 88
20 574.8 520.0 54.8 9.9% 9.0 1.6% 61% False False 100
40 574.8 471.2 103.6 18.7% 8.3 1.5% 79% False False 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 586.5
2.618 573.8
1.618 566.3
1.000 561.5
0.618 558.5
HIGH 553.8
0.618 550.8
0.500 549.8
0.382 549.0
LOW 546.0
0.618 541.3
1.000 538.3
1.618 533.5
2.618 525.8
4.250 513.3
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 552.3 555.0
PP 551.0 554.5
S1 549.8 554.0

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

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