ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 601.0 614.9 13.9 2.3% 569.2
High 614.9 620.5 5.6 0.9% 596.3
Low 600.6 610.1 9.5 1.6% 567.5
Close 613.9 614.5 0.6 0.1% 590.6
Range 14.3 10.4 -3.9 -27.3% 28.8
ATR 11.9 11.8 -0.1 -0.9% 0.0
Volume 214,284 165,214 -49,070 -22.9% 217,577
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 646.3 640.8 620.3
R3 635.8 630.3 617.3
R2 625.5 625.5 616.5
R1 620.0 620.0 615.5 617.5
PP 615.0 615.0 615.0 613.8
S1 609.5 609.5 613.5 607.0
S2 604.8 604.8 612.5
S3 594.3 599.3 611.8
S4 583.8 588.8 608.8
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
5 620.5 582.8 37.7 6.1% 12.0 1.9% 84% True False 182,260
10 620.5 549.0 71.5 11.6% 12.3 2.0% 92% True False 98,060
20 620.5 549.0 71.5 11.6% 11.5 1.9% 92% True False 49,875
40 620.5 525.6 94.9 15.4% 10.5 1.7% 94% True False 25,001
60 620.5 471.2 149.3 24.3% 9.3 1.5% 96% True False 16,695
Crabel Price Patterns
NR True
NR4 True
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 3.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 664.8
2.618 647.8
1.618 637.3
1.000 631.0
0.618 627.0
HIGH 620.5
0.618 616.5
0.500 615.3
0.382 614.0
LOW 610.0
0.618 603.8
1.000 599.8
1.618 593.3
2.618 582.8
4.250 566.0
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 615.3 611.8
PP 615.0 609.0
S1 614.8 606.5

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

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