ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 612.3 621.6 9.3 1.5% 612.4
High 623.5 624.5 1.0 0.2% 624.2
Low 609.7 607.9 -1.8 -0.3% 604.1
Close 617.7 613.8 -3.9 -0.6% 614.3
Range 13.8 16.6 2.8 20.3% 20.1
ATR 12.5 12.8 0.3 2.4% 0.0
Volume 162,966 135,573 -27,393 -16.8% 597,385
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 665.3 656.0 623.0
R3 648.5 639.5 618.3
R2 632.0 632.0 616.8
R1 623.0 623.0 615.3 619.3
PP 615.5 615.5 615.5 613.5
S1 606.3 606.3 612.3 602.5
S2 598.8 598.8 610.8
S3 582.3 589.8 609.3
S4 565.5 573.0 604.8
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
5 624.5 607.9 16.6 2.7% 12.3 2.0% 36% True True 140,547
10 624.5 596.0 28.5 4.6% 11.3 1.8% 62% True False 131,402
20 624.5 573.4 51.1 8.3% 13.3 2.2% 79% True False 142,042
40 624.5 549.0 75.5 12.3% 12.3 2.0% 86% True False 107,131
60 624.5 541.3 83.2 13.6% 11.3 1.8% 87% True False 71,470
80 624.5 471.2 153.3 25.0% 10.3 1.7% 93% True False 53,629
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 3.0
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 695.0
2.618 668.0
1.618 651.3
1.000 641.0
0.618 634.8
HIGH 624.5
0.618 618.3
0.500 616.3
0.382 614.3
LOW 608.0
0.618 597.8
1.000 591.3
1.618 581.0
2.618 564.5
4.250 537.3
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 616.3 616.3
PP 615.5 615.5
S1 614.5 614.5

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

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