ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 561.0 580.5 19.5 3.5% 560.0
High 578.9 582.2 3.3 0.6% 578.9
Low 560.3 574.9 14.6 2.6% 544.0
Close 578.1 577.4 -0.7 -0.1% 578.1
Range 18.6 7.3 -11.3 -60.8% 34.9
ATR 11.1 10.8 -0.3 -2.4% 0.0
Volume 633 95 -538 -85.0% 1,631
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 600.0 596.0 581.5
R3 592.8 588.8 579.5
R2 585.5 585.5 578.8
R1 581.5 581.5 578.0 579.8
PP 578.3 578.3 578.3 577.3
S1 574.3 574.3 576.8 572.5
S2 570.8 570.8 576.0
S3 563.5 566.8 575.5
S4 556.3 559.5 573.5
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
5 582.2 546.0 36.2 6.3% 10.8 1.9% 87% True False 334
10 582.2 544.0 38.2 6.6% 10.8 1.9% 87% True False 179
20 582.2 541.3 40.9 7.1% 9.5 1.7% 88% True False 147
40 582.2 471.2 111.0 19.2% 8.5 1.5% 96% True False 128
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 1.2
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 613.3
2.618 601.3
1.618 594.0
1.000 589.5
0.618 586.8
HIGH 582.3
0.618 579.5
0.500 578.5
0.382 577.8
LOW 575.0
0.618 570.5
1.000 567.5
1.618 563.0
2.618 555.8
4.250 544.0
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 578.5 574.8
PP 578.3 572.0
S1 577.8 569.3

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

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