ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 570.3 553.0 -17.3 -3.0% 580.5
High 578.1 555.8 -22.3 -3.9% 587.2
Low 553.5 551.4 -2.1 -0.4% 569.2
Close 555.1 552.3 -2.8 -0.5% 576.7
Range 24.6 4.4 -20.2 -82.1% 18.0
ATR 11.5 11.0 -0.5 -4.4% 0.0
Volume 3,248 6,578 3,330 102.5% 5,817
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 566.3 563.8 554.8
R3 562.0 559.3 553.5
R2 557.5 557.5 553.0
R1 555.0 555.0 552.8 554.0
PP 553.3 553.3 553.3 552.8
S1 550.5 550.5 552.0 549.8
S2 548.8 548.8 551.5
S3 544.3 546.3 551.0
S4 540.0 541.8 550.0
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 631.8 622.3 586.5
R3 613.8 604.3 581.8
R2 595.8 595.8 580.0
R1 586.3 586.3 578.3 582.0
PP 577.8 577.8 577.8 575.5
S1 568.3 568.3 575.0 564.0
S2 559.8 559.8 573.5
S3 541.8 550.3 571.8
S4 523.8 532.3 566.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 587.2 551.4 35.8 6.5% 12.5 2.3% 3% False True 2,570
10 587.2 551.4 35.8 6.5% 10.8 1.9% 3% False True 1,690
20 587.2 544.0 43.2 7.8% 10.5 1.9% 19% False False 906
40 587.2 471.2 116.0 21.0% 9.0 1.6% 70% False False 503
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 False
Stretch 2.5
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 574.5
2.618 567.3
1.618 563.0
1.000 560.3
0.618 558.5
HIGH 555.8
0.618 554.0
0.500 553.5
0.382 553.0
LOW 551.5
0.618 548.8
1.000 547.0
1.618 544.3
2.618 540.0
4.250 532.8
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 553.5 564.8
PP 553.3 560.5
S1 552.8 556.5

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

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