ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 611.3 607.5 -3.8 -0.6% 613.9
High 616.0 612.1 -3.9 -0.6% 624.2
Low 606.4 593.7 -12.7 -2.1% 593.1
Close 606.8 603.0 -3.8 -0.6% 597.4
Range 9.6 18.4 8.8 91.7% 31.1
ATR 12.2 12.7 0.4 3.6% 0.0
Volume 123,012 117,393 -5,619 -4.6% 733,948
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 658.3 649.0 613.0
R3 639.8 630.5 608.0
R2 621.3 621.3 606.3
R1 612.3 612.3 604.8 607.5
PP 603.0 603.0 603.0 600.5
S1 593.8 593.8 601.3 589.3
S2 584.5 584.5 599.8
S3 566.3 575.3 598.0
S4 547.8 557.0 593.0
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
5 616.8 593.1 23.7 3.9% 16.0 2.7% 42% False False 143,941
10 624.2 593.1 31.1 5.2% 12.8 2.1% 32% False False 145,581
20 624.2 549.0 75.2 12.5% 12.3 2.0% 72% False False 113,889
40 624.2 544.0 80.2 13.3% 11.5 1.9% 74% False False 57,238
60 624.2 471.2 153.0 25.4% 10.0 1.7% 86% False False 38,189
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 4.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 690.3
2.618 660.3
1.618 641.8
1.000 630.5
0.618 623.5
HIGH 612.0
0.618 605.0
0.500 603.0
0.382 600.8
LOW 593.8
0.618 582.3
1.000 575.3
1.618 564.0
2.618 545.5
4.250 515.5
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 603.0 604.8
PP 603.0 604.3
S1 603.0 603.5

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

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