ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 569.2 571.1 1.9 0.3% 573.4
High 573.5 586.8 13.3 2.3% 578.1
Low 567.5 569.7 2.2 0.4% 549.0
Close 573.5 582.5 9.0 1.6% 565.4
Range 6.0 17.1 11.1 185.0% 29.1
ATR 11.2 11.6 0.4 3.8% 0.0
Volume 3,628 10,603 6,975 192.3% 14,000
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 631.0 623.8 592.0
R3 613.8 606.8 587.3
R2 596.8 596.8 585.8
R1 589.8 589.8 584.0 593.3
PP 579.8 579.8 579.8 581.5
S1 572.5 572.5 581.0 576.0
S2 562.5 562.5 579.3
S3 545.5 555.5 577.8
S4 528.3 538.3 573.0
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
5 586.8 549.0 37.8 6.5% 11.0 1.9% 89% True False 4,920
10 587.2 549.0 38.2 6.6% 11.8 2.0% 88% False False 3,368
20 587.2 544.0 43.2 7.4% 11.3 1.9% 89% False False 1,786
40 587.2 500.3 86.9 14.9% 9.5 1.6% 95% False False 939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 659.5
2.618 631.5
1.618 614.5
1.000 604.0
0.618 597.3
HIGH 586.8
0.618 580.3
0.500 578.3
0.382 576.3
LOW 569.8
0.618 559.3
1.000 552.5
1.618 542.0
2.618 525.0
4.250 497.0
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 581.0 578.0
PP 579.8 573.3
S1 578.3 568.8

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

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