ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 597.6 611.3 13.7 2.3% 613.9
High 614.3 616.0 1.7 0.3% 624.2
Low 593.6 606.4 12.8 2.2% 593.1
Close 610.8 606.8 -4.0 -0.7% 597.4
Range 20.7 9.6 -11.1 -53.6% 31.1
ATR 12.4 12.2 -0.2 -1.6% 0.0
Volume 135,024 123,012 -12,012 -8.9% 733,948
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 638.5 632.3 612.0
R3 629.0 622.8 609.5
R2 619.3 619.3 608.5
R1 613.0 613.0 607.8 611.5
PP 609.8 609.8 609.8 609.0
S1 603.5 603.5 606.0 601.8
S2 600.3 600.3 605.0
S3 590.5 593.8 604.3
S4 581.0 584.3 601.5
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 698.3 679.0 614.5
R3 667.0 647.8 606.0
R2 636.0 636.0 603.0
R1 616.8 616.8 600.3 610.8
PP 605.0 605.0 605.0 602.0
S1 585.5 585.5 594.5 579.8
S2 573.8 573.8 591.8
S3 542.8 554.5 588.8
S4 511.5 523.5 580.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 624.2 593.1 31.1 5.1% 15.0 2.5% 44% False False 145,067
10 624.2 593.1 31.1 5.1% 12.3 2.0% 44% False False 155,270
20 624.2 549.0 75.2 12.4% 12.5 2.1% 77% False False 108,182
40 624.2 544.0 80.2 13.2% 11.3 1.9% 78% False False 54,304
60 624.2 471.2 153.0 25.2% 10.0 1.6% 89% False False 36,240
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 656.8
2.618 641.3
1.618 631.5
1.000 625.5
0.618 622.0
HIGH 616.0
0.618 612.3
0.500 611.3
0.382 610.0
LOW 606.5
0.618 600.5
1.000 596.8
1.618 590.8
2.618 581.3
4.250 565.5
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 611.3 606.0
PP 609.8 605.3
S1 608.3 604.5

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

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