ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 561.8 561.0 -0.8 -0.1% 560.0
High 565.0 578.9 13.9 2.5% 578.9
Low 556.5 560.3 3.8 0.7% 544.0
Close 564.8 578.1 13.3 2.4% 578.1
Range 8.5 18.6 10.1 118.8% 34.9
ATR 10.5 11.1 0.6 5.5% 0.0
Volume 243 633 390 160.5% 1,631
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 628.3 621.8 588.3
R3 609.8 603.3 583.3
R2 591.0 591.0 581.5
R1 584.5 584.5 579.8 587.8
PP 572.5 572.5 572.5 574.0
S1 566.0 566.0 576.5 569.3
S2 553.8 553.8 574.8
S3 535.3 547.3 573.0
S4 516.8 528.8 567.8
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 671.8 659.8 597.3
R3 636.8 625.0 587.8
R2 602.0 602.0 584.5
R1 590.0 590.0 581.3 596.0
PP 567.0 567.0 567.0 570.0
S1 555.0 555.0 575.0 561.0
S2 532.0 532.0 571.8
S3 497.3 520.3 568.5
S4 462.3 485.3 559.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 578.9 544.0 34.9 6.0% 12.5 2.2% 98% True False 326
10 578.9 544.0 34.9 6.0% 10.3 1.8% 98% True False 183
20 578.9 541.3 37.6 6.5% 9.5 1.7% 98% True False 152
40 578.9 471.2 107.7 18.6% 8.5 1.5% 99% True False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.1
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 658.0
2.618 627.5
1.618 609.0
1.000 597.5
0.618 590.5
HIGH 579.0
0.618 571.8
0.500 569.5
0.382 567.5
LOW 560.3
0.618 548.8
1.000 541.8
1.618 530.3
2.618 511.5
4.250 481.3
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 575.3 573.0
PP 572.5 567.8
S1 569.5 562.5

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

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