ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 603.9 606.7 2.8 0.5% 578.3
High 611.3 613.1 1.8 0.3% 613.1
Low 601.8 603.6 1.8 0.3% 577.2
Close 606.9 612.2 5.3 0.9% 612.2
Range 9.5 9.5 0.0 0.0% 35.9
ATR 12.9 12.6 -0.2 -1.9% 0.0
Volume 114,528 148,672 34,144 29.8% 705,415
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 638.3 634.8 617.5
R3 628.8 625.3 614.8
R2 619.3 619.3 614.0
R1 615.8 615.8 613.0 617.5
PP 609.8 609.8 609.8 610.5
S1 606.3 606.3 611.3 608.0
S2 600.3 600.3 610.5
S3 590.8 596.8 609.5
S4 581.3 587.3 607.0
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 708.5 696.3 632.0
R3 672.8 660.3 622.0
R2 636.8 636.8 618.8
R1 624.5 624.5 615.5 630.5
PP 600.8 600.8 600.8 604.0
S1 588.5 588.5 609.0 594.8
S2 565.0 565.0 605.5
S3 529.0 552.8 602.3
S4 493.3 516.8 592.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 613.1 577.2 35.9 5.9% 11.0 1.8% 97% True False 141,083
10 616.0 573.4 42.6 7.0% 13.8 2.3% 91% False False 147,763
20 624.2 573.4 50.8 8.3% 12.8 2.1% 76% False False 157,602
40 624.2 544.0 80.2 13.1% 12.0 2.0% 85% False False 84,777
60 624.2 514.5 109.7 17.9% 10.5 1.7% 89% False False 56,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 2.5
Fibonacci Retracements and Extensions
4.250 653.5
2.618 638.0
1.618 628.5
1.000 622.5
0.618 619.0
HIGH 613.0
0.618 609.5
0.500 608.3
0.382 607.3
LOW 603.5
0.618 597.8
1.000 594.0
1.618 588.3
2.618 578.8
4.250 563.3
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 611.0 609.8
PP 609.8 607.0
S1 608.3 604.5

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

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