ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 579.8 577.4 -2.4 -0.4% 560.0
High 584.6 582.0 -2.6 -0.4% 578.9
Low 579.5 577.4 -2.1 -0.4% 544.0
Close 579.9 580.4 0.5 0.1% 578.1
Range 5.1 4.6 -0.5 -9.8% 34.9
ATR 10.6 10.1 -0.4 -4.0% 0.0
Volume 268 2,810 2,542 948.5% 1,631
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 593.8 591.8 583.0
R3 589.3 587.0 581.8
R2 584.5 584.5 581.3
R1 582.5 582.5 580.8 583.5
PP 580.0 580.0 580.0 580.5
S1 577.8 577.8 580.0 579.0
S2 575.3 575.3 579.5
S3 570.8 573.3 579.3
S4 566.3 568.8 577.8
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
5 584.6 556.5 28.1 4.8% 8.8 1.5% 85% False False 809
10 584.6 544.0 40.6 7.0% 10.3 1.8% 90% False False 483
20 584.6 544.0 40.6 7.0% 9.5 1.6% 90% False False 282
40 584.6 471.2 113.4 19.5% 8.5 1.5% 96% False False 205
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 True
3BNR True
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 1.3
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 601.5
2.618 594.0
1.618 589.5
1.000 586.5
0.618 584.8
HIGH 582.0
0.618 580.3
0.500 579.8
0.382 579.3
LOW 577.5
0.618 574.5
1.000 572.8
1.618 570.0
2.618 565.3
4.250 557.8
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 580.3 580.3
PP 580.0 580.0
S1 579.8 579.8

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

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