ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 619.9 621.3 1.4 0.2% 612.4
High 622.8 624.2 1.4 0.2% 624.2
Low 615.7 609.5 -6.2 -1.0% 604.1
Close 620.4 614.3 -6.1 -1.0% 614.3
Range 7.1 14.7 7.6 107.0% 20.1
ATR 12.2 12.4 0.2 1.5% 0.0
Volume 148,674 117,010 -31,664 -21.3% 597,385
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 660.0 652.0 622.5
R3 645.5 637.3 618.3
R2 630.8 630.8 617.0
R1 622.5 622.5 615.8 619.3
PP 616.0 616.0 616.0 614.5
S1 607.8 607.8 613.0 604.5
S2 601.3 601.3 611.5
S3 586.5 593.0 610.3
S4 572.0 578.5 606.3
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 674.5 664.5 625.3
R3 654.5 644.5 619.8
R2 634.3 634.3 618.0
R1 624.3 624.3 616.3 629.3
PP 614.3 614.3 614.3 616.8
S1 604.3 604.3 612.5 609.3
S2 594.0 594.0 610.5
S3 574.0 584.0 608.8
S4 554.0 564.0 603.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 624.2 604.1 20.1 3.3% 11.0 1.8% 51% True False 119,477
10 624.2 577.2 47.0 7.7% 11.0 1.8% 79% True False 130,280
20 624.2 573.4 50.8 8.3% 12.5 2.1% 81% True False 140,448
40 624.2 549.0 75.2 12.2% 12.0 2.0% 87% True False 99,686
60 624.2 536.7 87.5 14.2% 11.0 1.8% 89% True False 66,501
80 624.2 471.2 153.0 24.9% 10.0 1.6% 94% True False 49,898
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 686.8
2.618 662.8
1.618 648.0
1.000 639.0
0.618 633.3
HIGH 624.3
0.618 618.5
0.500 616.8
0.382 615.0
LOW 609.5
0.618 600.5
1.000 594.8
1.618 585.8
2.618 571.0
4.250 547.0
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 616.8 616.8
PP 616.0 616.0
S1 615.3 615.3

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

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