ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 595.2 601.0 5.8 1.0% 569.2
High 603.8 614.9 11.1 1.8% 596.3
Low 592.3 600.6 8.3 1.4% 567.5
Close 600.9 613.9 13.0 2.2% 590.6
Range 11.5 14.3 2.8 24.3% 28.8
ATR 11.7 11.9 0.2 1.6% 0.0
Volume 198,705 214,284 15,579 7.8% 217,577
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 652.8 647.5 621.8
R3 638.5 633.3 617.8
R2 624.0 624.0 616.5
R1 619.0 619.0 615.3 621.5
PP 609.8 609.8 609.8 611.0
S1 604.8 604.8 612.5 607.3
S2 595.5 595.5 611.3
S3 581.3 590.5 610.0
S4 567.0 576.0 606.0
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
5 614.9 578.7 36.2 5.9% 12.5 2.0% 97% True False 159,474
10 614.9 549.0 65.9 10.7% 11.8 1.9% 98% True False 82,197
20 614.9 546.0 68.9 11.2% 11.5 1.9% 99% True False 41,642
40 614.9 520.0 94.9 15.5% 10.3 1.7% 99% True False 20,871
60 614.9 471.2 143.7 23.4% 9.3 1.5% 99% True False 13,960
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 3.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 675.8
2.618 652.3
1.618 638.0
1.000 629.3
0.618 623.8
HIGH 615.0
0.618 609.5
0.500 607.8
0.382 606.0
LOW 600.5
0.618 591.8
1.000 586.3
1.618 577.5
2.618 563.3
4.250 539.8
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 611.8 609.0
PP 609.8 603.8
S1 607.8 598.8

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

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