ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 621.3 612.3 -9.0 -1.4% 612.4
High 624.2 623.5 -0.7 -0.1% 624.2
Low 609.5 609.7 0.2 0.0% 604.1
Close 614.3 617.7 3.4 0.6% 614.3
Range 14.7 13.8 -0.9 -6.1% 20.1
ATR 12.4 12.5 0.1 0.8% 0.0
Volume 117,010 162,966 45,956 39.3% 597,385
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 658.3 651.8 625.3
R3 644.5 638.0 621.5
R2 630.8 630.8 620.3
R1 624.3 624.3 619.0 627.5
PP 617.0 617.0 617.0 618.5
S1 610.5 610.5 616.5 613.8
S2 603.3 603.3 615.3
S3 589.3 596.8 614.0
S4 575.5 582.8 610.0
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% 11.8 1.9% 68% False False 131,327
10 624.2 588.3 35.9 5.8% 11.0 1.8% 82% False False 130,748
20 624.2 573.4 50.8 8.2% 13.0 2.1% 87% False False 141,308
40 624.2 549.0 75.2 12.2% 12.0 1.9% 91% False False 103,744
60 624.2 541.3 82.9 13.4% 11.3 1.8% 92% False False 69,213
80 624.2 471.2 153.0 24.8% 10.3 1.7% 96% False False 51,935
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 682.3
2.618 659.8
1.618 645.8
1.000 637.3
0.618 632.0
HIGH 623.5
0.618 618.3
0.500 616.5
0.382 615.0
LOW 609.8
0.618 601.3
1.000 596.0
1.618 587.3
2.618 573.5
4.250 551.0
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 617.3 617.5
PP 617.0 617.3
S1 616.5 616.8

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

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