ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 613.9 614.1 0.2 0.0% 589.3
High 616.4 620.6 4.2 0.7% 620.5
Low 607.9 613.9 6.0 1.0% 582.8
Close 613.8 618.8 5.0 0.8% 614.2
Range 8.5 6.7 -1.8 -21.2% 37.7
ATR 11.3 11.0 -0.3 -2.9% 0.0
Volume 145,763 120,886 -24,877 -17.1% 940,463
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 637.8 635.0 622.5
R3 631.3 628.3 620.8
R2 624.5 624.5 620.0
R1 621.8 621.8 619.5 623.0
PP 617.8 617.8 617.8 618.5
S1 615.0 615.0 618.3 616.3
S2 611.0 611.0 617.5
S3 604.3 608.3 617.0
S4 597.8 601.5 615.0
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 719.0 704.3 635.0
R3 681.3 666.5 624.5
R2 643.5 643.5 621.0
R1 628.8 628.8 617.8 636.3
PP 605.8 605.8 605.8 609.5
S1 591.3 591.3 610.8 598.5
S2 568.3 568.3 607.3
S3 530.5 553.5 603.8
S4 492.8 515.8 593.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 620.6 600.6 20.0 3.2% 9.8 1.6% 91% True False 165,473
10 620.6 569.7 50.9 8.2% 11.5 1.8% 96% True False 142,106
20 620.6 549.0 71.6 11.6% 11.0 1.8% 97% True False 72,220
40 620.6 541.3 79.3 12.8% 10.3 1.7% 98% True False 36,184
60 620.6 471.2 149.4 24.1% 9.3 1.5% 99% True False 24,158
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 649.0
2.618 638.3
1.618 631.5
1.000 627.3
0.618 624.8
HIGH 620.5
0.618 618.0
0.500 617.3
0.382 616.5
LOW 614.0
0.618 609.8
1.000 607.3
1.618 603.0
2.618 596.3
4.250 585.5
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 618.3 617.3
PP 617.8 615.8
S1 617.3 614.3

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

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