ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 598.9 603.9 5.0 0.8% 597.6
High 603.9 611.3 7.4 1.2% 616.0
Low 596.0 601.8 5.8 1.0% 573.4
Close 599.9 606.9 7.0 1.2% 578.6
Range 7.9 9.5 1.6 20.3% 42.6
ATR 13.0 12.9 -0.1 -0.9% 0.0
Volume 154,905 114,528 -40,377 -26.1% 772,217
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 635.3 630.5 612.0
R3 625.8 621.0 609.5
R2 616.3 616.3 608.8
R1 611.5 611.5 607.8 613.8
PP 606.8 606.8 606.8 607.8
S1 602.0 602.0 606.0 604.3
S2 597.3 597.3 605.3
S3 587.8 592.5 604.3
S4 578.3 583.0 601.8
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
5 611.3 573.4 37.9 6.2% 11.3 1.9% 88% True False 147,952
10 616.0 573.4 42.6 7.0% 13.8 2.3% 79% False False 151,915
20 624.2 573.4 50.8 8.4% 12.8 2.1% 66% False False 157,771
40 624.2 544.0 80.2 13.2% 12.0 2.0% 78% False False 81,060
60 624.2 509.1 115.1 19.0% 10.5 1.7% 85% False False 54,070
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 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 651.8
2.618 636.3
1.618 626.8
1.000 620.8
0.618 617.3
HIGH 611.3
0.618 607.8
0.500 606.5
0.382 605.5
LOW 601.8
0.618 596.0
1.000 592.3
1.618 586.5
2.618 577.0
4.250 561.5
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 606.8 604.5
PP 606.8 602.3
S1 606.5 599.8

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

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