ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 614.5 619.9 5.4 0.9% 578.3
High 622.9 622.8 -0.1 0.0% 613.1
Low 613.6 615.7 2.1 0.3% 577.2
Close 620.1 620.4 0.3 0.0% 612.2
Range 9.3 7.1 -2.2 -23.7% 35.9
ATR 12.6 12.2 -0.4 -3.1% 0.0
Volume 138,512 148,674 10,162 7.3% 705,415
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 641.0 637.8 624.3
R3 633.8 630.8 622.3
R2 626.8 626.8 621.8
R1 623.5 623.5 621.0 625.3
PP 619.8 619.8 619.8 620.5
S1 616.5 616.5 619.8 618.0
S2 612.5 612.5 619.0
S3 605.5 609.3 618.5
S4 598.3 602.3 616.5
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
5 622.9 603.6 19.3 3.1% 9.8 1.6% 87% False False 125,809
10 622.9 573.4 49.5 8.0% 10.5 1.7% 95% False False 136,880
20 624.2 573.4 50.8 8.2% 12.3 2.0% 93% False False 143,658
40 624.2 549.0 75.2 12.1% 12.0 1.9% 95% False False 96,767
60 624.2 525.6 98.6 15.9% 11.0 1.8% 96% False False 64,554
80 624.2 471.2 153.0 24.7% 10.0 1.6% 98% False False 48,436
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 653.0
2.618 641.5
1.618 634.3
1.000 630.0
0.618 627.3
HIGH 622.8
0.618 620.0
0.500 619.3
0.382 618.5
LOW 615.8
0.618 611.3
1.000 608.5
1.618 604.3
2.618 597.0
4.250 585.5
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 620.0 618.0
PP 619.8 615.8
S1 619.3 613.5

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

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