ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 588.4 598.9 10.5 1.8% 597.6
High 602.7 603.9 1.2 0.2% 616.0
Low 588.3 596.0 7.7 1.3% 573.4
Close 598.9 599.9 1.0 0.2% 578.6
Range 14.4 7.9 -6.5 -45.1% 42.6
ATR 13.4 13.0 -0.4 -2.9% 0.0
Volume 129,031 154,905 25,874 20.1% 772,217
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 623.8 619.8 604.3
R3 615.8 611.8 602.0
R2 607.8 607.8 601.3
R1 603.8 603.8 600.5 605.8
PP 600.0 600.0 600.0 601.0
S1 596.0 596.0 599.3 598.0
S2 592.0 592.0 598.5
S3 584.3 588.0 597.8
S4 576.3 580.3 595.5
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
5 604.5 573.4 31.1 5.2% 14.0 2.3% 85% False False 167,800
10 616.8 573.4 43.4 7.2% 15.0 2.5% 61% False False 155,871
20 624.2 573.4 50.8 8.5% 13.0 2.2% 52% False False 154,609
40 624.2 544.0 80.2 13.4% 12.3 2.0% 70% False False 78,198
60 624.2 500.3 123.9 20.7% 10.5 1.8% 80% False False 52,162
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 637.5
2.618 624.5
1.618 616.8
1.000 611.8
0.618 608.8
HIGH 604.0
0.618 601.0
0.500 600.0
0.382 599.0
LOW 596.0
0.618 591.0
1.000 588.0
1.618 583.3
2.618 575.3
4.250 562.5
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 600.0 596.8
PP 600.0 593.8
S1 600.0 590.5

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

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