ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 611.6 614.5 2.9 0.5% 578.3
High 618.0 622.9 4.9 0.8% 613.1
Low 604.1 613.6 9.5 1.6% 577.2
Close 609.2 620.1 10.9 1.8% 612.2
Range 13.9 9.3 -4.6 -33.1% 35.9
ATR 12.5 12.6 0.1 0.7% 0.0
Volume 89,474 138,512 49,038 54.8% 705,415
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 646.8 642.8 625.3
R3 637.5 633.5 622.8
R2 628.3 628.3 621.8
R1 624.3 624.3 621.0 626.3
PP 618.8 618.8 618.8 620.0
S1 614.8 614.8 619.3 616.8
S2 609.5 609.5 618.5
S3 600.3 605.5 617.5
S4 591.0 596.3 615.0
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
5 622.9 601.8 21.1 3.4% 10.3 1.7% 87% True False 118,980
10 622.9 573.4 49.5 8.0% 12.3 2.0% 94% True False 143,390
20 624.2 573.4 50.8 8.2% 12.5 2.0% 92% False False 144,485
40 624.2 546.0 78.2 12.6% 12.0 1.9% 95% False False 93,064
60 624.2 520.0 104.2 16.8% 11.0 1.8% 96% False False 62,076
80 624.2 471.2 153.0 24.7% 10.0 1.6% 97% False False 46,591
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 662.5
2.618 647.3
1.618 638.0
1.000 632.3
0.618 628.8
HIGH 623.0
0.618 619.3
0.500 618.3
0.382 617.3
LOW 613.5
0.618 607.8
1.000 604.3
1.618 598.5
2.618 589.3
4.250 574.0
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 619.5 618.0
PP 618.8 615.8
S1 618.3 613.5

Download as Excel Spreadsheet

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

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