ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 589.3 595.2 5.9 1.0% 569.2
High 597.7 603.8 6.1 1.0% 596.3
Low 582.8 592.3 9.5 1.6% 567.5
Close 595.3 600.9 5.6 0.9% 590.6
Range 14.9 11.5 -3.4 -22.8% 28.8
ATR 11.7 11.7 0.0 -0.1% 0.0
Volume 181,038 198,705 17,667 9.8% 217,577
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 633.5 628.8 607.3
R3 622.0 617.3 604.0
R2 610.5 610.5 603.0
R1 605.8 605.8 602.0 608.0
PP 599.0 599.0 599.0 600.3
S1 594.3 594.3 599.8 596.5
S2 587.5 587.5 598.8
S3 576.0 582.8 597.8
S4 564.5 571.3 594.5
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 671.3 659.8 606.5
R3 642.5 631.0 598.5
R2 613.5 613.5 596.0
R1 602.0 602.0 593.3 607.8
PP 584.8 584.8 584.8 587.8
S1 573.3 573.3 588.0 579.0
S2 556.0 556.0 585.3
S3 527.3 544.5 582.8
S4 498.5 515.8 574.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 603.8 569.7 34.1 5.7% 13.0 2.2% 91% True False 118,738
10 603.8 549.0 54.8 9.1% 12.8 2.1% 95% True False 61,093
20 603.8 546.0 57.8 9.6% 11.3 1.9% 95% True False 30,935
40 603.8 514.5 89.3 14.9% 10.0 1.7% 97% True False 15,514
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 4.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 652.8
2.618 634.0
1.618 622.5
1.000 615.3
0.618 611.0
HIGH 603.8
0.618 599.5
0.500 598.0
0.382 596.8
LOW 592.3
0.618 585.3
1.000 580.8
1.618 573.8
2.618 562.3
4.250 543.5
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 600.0 598.3
PP 599.0 595.8
S1 598.0 593.3

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

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