ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 621.6 612.3 -9.3 -1.5% 612.4
High 624.5 622.3 -2.2 -0.4% 624.2
Low 607.9 596.1 -11.8 -1.9% 604.1
Close 613.8 602.5 -11.3 -1.8% 614.3
Range 16.6 26.2 9.6 57.8% 20.1
ATR 12.8 13.7 1.0 7.5% 0.0
Volume 135,573 148,723 13,150 9.7% 597,385
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 685.5 670.3 617.0
R3 659.3 644.0 609.8
R2 633.3 633.3 607.3
R1 617.8 617.8 605.0 612.5
PP 607.0 607.0 607.0 604.3
S1 591.8 591.8 600.0 586.3
S2 580.8 580.8 597.8
S3 554.5 565.5 595.3
S4 528.3 539.3 588.0
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
5 624.5 596.1 28.4 4.7% 15.8 2.6% 23% False True 142,589
10 624.5 596.1 28.4 4.7% 13.0 2.2% 23% False True 130,784
20 624.5 573.4 51.1 8.5% 14.0 2.3% 57% False False 143,327
40 624.5 549.0 75.5 12.5% 12.8 2.1% 71% False False 110,843
60 624.5 541.3 83.2 13.8% 11.8 1.9% 74% False False 73,945
80 624.5 471.2 153.3 25.4% 10.8 1.8% 86% False False 55,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 733.8
2.618 691.0
1.618 664.8
1.000 648.5
0.618 638.5
HIGH 622.3
0.618 612.3
0.500 609.3
0.382 606.0
LOW 596.0
0.618 580.0
1.000 570.0
1.618 553.8
2.618 527.5
4.250 484.8
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 609.3 610.3
PP 607.0 607.8
S1 604.8 605.0

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

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