ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 571.1 584.2 13.1 2.3% 573.4
High 586.8 592.0 5.2 0.9% 578.1
Low 569.7 578.7 9.0 1.6% 549.0
Close 582.5 590.8 8.3 1.4% 565.4
Range 17.1 13.3 -3.8 -22.2% 29.1
ATR 11.6 11.7 0.1 1.1% 0.0
Volume 10,603 51,284 40,681 383.7% 14,000
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 627.0 622.3 598.0
R3 613.8 609.0 594.5
R2 600.5 600.5 593.3
R1 595.8 595.8 592.0 598.0
PP 587.3 587.3 587.3 588.5
S1 582.3 582.3 589.5 584.8
S2 573.8 573.8 588.3
S3 560.5 569.0 587.3
S4 547.3 555.8 583.5
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
5 592.0 549.0 43.0 7.3% 12.8 2.1% 97% True False 13,861
10 592.0 549.0 43.0 7.3% 12.5 2.1% 97% True False 8,215
20 592.0 544.0 48.0 8.1% 11.5 1.9% 98% True False 4,349
40 592.0 509.1 82.9 14.0% 9.5 1.6% 99% True False 2,219
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 3.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 648.5
2.618 626.8
1.618 613.5
1.000 605.3
0.618 600.3
HIGH 592.0
0.618 587.0
0.500 585.3
0.382 583.8
LOW 578.8
0.618 570.5
1.000 565.5
1.618 557.3
2.618 544.0
4.250 522.3
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 589.0 587.0
PP 587.3 583.5
S1 585.3 579.8

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

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