ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 552.6 561.8 9.2 1.7% 566.4
High 558.0 565.0 7.0 1.3% 574.8
Low 546.0 556.5 10.5 1.9% 554.5
Close 558.8 564.8 6.0 1.1% 563.5
Range 12.0 8.5 -3.5 -29.2% 20.3
ATR 10.7 10.5 -0.2 -1.5% 0.0
Volume 548 243 -305 -55.7% 199
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 587.5 584.8 569.5
R3 579.0 576.3 567.3
R2 570.5 570.5 566.3
R1 567.8 567.8 565.5 569.3
PP 562.0 562.0 562.0 562.8
S1 559.3 559.3 564.0 560.8
S2 553.5 553.5 563.3
S3 545.0 550.8 562.5
S4 536.5 542.3 560.0
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
5 566.0 544.0 22.0 3.9% 11.3 2.0% 95% False False 204
10 574.8 544.0 30.8 5.5% 10.3 1.8% 68% False False 144
20 574.8 536.7 38.1 6.7% 9.0 1.6% 74% False False 130
40 574.8 471.2 103.6 18.3% 8.3 1.4% 90% False False 111
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 1.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 601.0
2.618 587.3
1.618 578.8
1.000 573.5
0.618 570.3
HIGH 565.0
0.618 561.8
0.500 560.8
0.382 559.8
LOW 556.5
0.618 551.3
1.000 548.0
1.618 542.8
2.618 534.3
4.250 520.5
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 563.5 561.8
PP 562.0 558.5
S1 560.8 555.5

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

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