ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 578.3 588.4 10.1 1.7% 597.6
High 591.0 602.7 11.7 2.0% 616.0
Low 577.2 588.3 11.1 1.9% 573.4
Close 589.0 598.9 9.9 1.7% 578.6
Range 13.8 14.4 0.6 4.3% 42.6
ATR 13.3 13.4 0.1 0.6% 0.0
Volume 158,279 129,031 -29,248 -18.5% 772,217
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 639.8 633.8 606.8
R3 625.5 619.3 602.8
R2 611.0 611.0 601.5
R1 605.0 605.0 600.3 608.0
PP 596.8 596.8 596.8 598.3
S1 590.5 590.5 597.5 593.5
S2 582.3 582.3 596.3
S3 567.8 576.3 595.0
S4 553.5 561.8 591.0
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 717.3 690.5 602.0
R3 674.5 647.8 590.3
R2 632.0 632.0 586.5
R1 605.3 605.3 582.5 597.3
PP 589.3 589.3 589.3 585.3
S1 562.8 562.8 574.8 554.8
S2 546.8 546.8 570.8
S3 504.3 520.0 567.0
S4 461.5 477.5 555.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 612.1 573.4 38.7 6.5% 16.3 2.7% 66% False False 160,298
10 624.2 573.4 50.8 8.5% 15.5 2.6% 50% False False 152,682
20 624.2 569.7 54.5 9.1% 13.5 2.3% 54% False False 147,394
40 624.2 544.0 80.2 13.4% 12.0 2.0% 68% False False 74,325
60 624.2 490.9 133.3 22.3% 10.5 1.8% 81% False False 49,589
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 3.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 664.0
2.618 640.5
1.618 626.0
1.000 617.0
0.618 611.5
HIGH 602.8
0.618 597.3
0.500 595.5
0.382 593.8
LOW 588.3
0.618 579.5
1.000 574.0
1.618 565.0
2.618 550.5
4.250 527.0
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 597.8 595.3
PP 596.8 591.8
S1 595.5 588.0

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

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