ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 552.0 559.0 7.0 1.3% 573.4
High 559.1 567.7 8.6 1.5% 578.1
Low 549.0 550.7 1.7 0.3% 549.0
Close 558.2 565.4 7.2 1.3% 565.4
Range 10.1 17.0 6.9 68.3% 29.1
ATR 11.0 11.4 0.4 3.9% 0.0
Volume 163 3,628 3,465 2,125.8% 14,000
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 612.3 605.8 574.8
R3 595.3 588.8 570.0
R2 578.3 578.3 568.5
R1 571.8 571.8 567.0 575.0
PP 561.3 561.3 561.3 563.0
S1 554.8 554.8 563.8 558.0
S2 544.3 544.3 562.3
S3 527.3 537.8 560.8
S4 510.3 520.8 556.0
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 651.5 637.5 581.5
R3 622.3 608.5 573.5
R2 593.3 593.3 570.8
R1 579.3 579.3 568.0 571.8
PP 564.3 564.3 564.3 560.5
S1 550.3 550.3 562.8 542.8
S2 535.0 535.0 560.0
S3 506.0 521.3 557.5
S4 476.8 492.0 549.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 578.1 549.0 29.1 5.1% 12.8 2.3% 56% False False 2,800
10 587.2 549.0 38.2 6.8% 10.8 1.9% 43% False False 1,981
20 587.2 544.0 43.2 7.6% 10.5 1.9% 50% False False 1,082
40 587.2 471.2 116.0 20.5% 9.3 1.6% 81% False False 597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 640.0
2.618 612.3
1.618 595.3
1.000 584.8
0.618 578.3
HIGH 567.8
0.618 561.3
0.500 559.3
0.382 557.3
LOW 550.8
0.618 540.3
1.000 533.8
1.618 523.3
2.618 506.3
4.250 478.5
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 563.3 563.0
PP 561.3 560.8
S1 559.3 558.3

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

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