ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 607.5 603.0 -4.5 -0.7% 613.9
High 612.1 604.5 -7.6 -1.2% 624.2
Low 593.7 581.0 -12.7 -2.1% 593.1
Close 603.0 584.3 -18.7 -3.1% 597.4
Range 18.4 23.5 5.1 27.7% 31.1
ATR 12.7 13.4 0.8 6.1% 0.0
Volume 117,393 213,769 96,376 82.1% 733,948
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 660.5 645.8 597.3
R3 637.0 622.3 590.8
R2 613.5 613.5 588.5
R1 598.8 598.8 586.5 594.5
PP 590.0 590.0 590.0 587.8
S1 575.3 575.3 582.3 571.0
S2 566.5 566.5 580.0
S3 543.0 551.8 577.8
S4 519.5 528.3 571.5
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
5 616.0 581.0 35.0 6.0% 16.5 2.8% 9% False True 155,877
10 624.2 581.0 43.2 7.4% 14.0 2.4% 8% False True 150,436
20 624.2 549.0 75.2 12.9% 13.3 2.3% 47% False False 124,248
40 624.2 544.0 80.2 13.7% 11.8 2.0% 50% False False 62,577
60 624.2 471.2 153.0 26.2% 10.3 1.8% 74% False False 41,751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 704.5
2.618 666.0
1.618 642.5
1.000 628.0
0.618 619.0
HIGH 604.5
0.618 595.5
0.500 592.8
0.382 590.0
LOW 581.0
0.618 566.5
1.000 557.5
1.618 543.0
2.618 519.5
4.250 481.0
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 592.8 598.5
PP 590.0 593.8
S1 587.0 589.0

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

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