ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 559.0 569.2 10.2 1.8% 573.4
High 567.7 573.5 5.8 1.0% 578.1
Low 550.7 567.5 16.8 3.1% 549.0
Close 565.4 573.5 8.1 1.4% 565.4
Range 17.0 6.0 -11.0 -64.7% 29.1
ATR 11.4 11.2 -0.2 -2.1% 0.0
Volume 3,628 3,628 0 0.0% 14,000
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 589.5 587.5 576.8
R3 583.5 581.5 575.3
R2 577.5 577.5 574.5
R1 575.5 575.5 574.0 576.5
PP 571.5 571.5 571.5 572.0
S1 569.5 569.5 573.0 570.5
S2 565.5 565.5 572.5
S3 559.5 563.5 571.8
S4 553.5 557.5 570.3
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% 12.5 2.2% 84% False False 3,449
10 587.2 549.0 38.2 6.7% 10.5 1.8% 64% False False 2,335
20 587.2 544.0 43.2 7.5% 10.8 1.9% 68% False False 1,257
40 587.2 490.9 96.3 16.8% 9.0 1.6% 86% False False 687
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 599.0
2.618 589.3
1.618 583.3
1.000 579.5
0.618 577.3
HIGH 573.5
0.618 571.3
0.500 570.5
0.382 569.8
LOW 567.5
0.618 563.8
1.000 561.5
1.618 557.8
2.618 551.8
4.250 542.0
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 572.5 569.5
PP 571.5 565.3
S1 570.5 561.3

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

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