ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 612.3 602.0 -10.3 -1.7% 612.4
High 622.3 614.5 -7.8 -1.3% 624.2
Low 596.1 595.8 -0.3 -0.1% 604.1
Close 602.5 612.5 10.0 1.7% 614.3
Range 26.2 18.7 -7.5 -28.6% 20.1
ATR 13.7 14.1 0.4 2.6% 0.0
Volume 148,723 197,566 48,843 32.8% 597,385
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 663.8 656.8 622.8
R3 645.0 638.0 617.8
R2 626.3 626.3 616.0
R1 619.5 619.5 614.3 622.8
PP 607.5 607.5 607.5 609.3
S1 600.8 600.8 610.8 604.3
S2 589.0 589.0 609.0
S3 570.3 582.0 607.3
S4 551.5 563.3 602.3
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
5 624.5 595.8 28.7 4.7% 18.0 2.9% 58% False True 152,367
10 624.5 595.8 28.7 4.7% 14.0 2.3% 58% False True 139,088
20 624.5 573.4 51.1 8.3% 14.0 2.3% 77% False False 145,501
40 624.5 549.0 75.5 12.3% 13.0 2.1% 84% False False 115,711
60 624.5 544.0 80.5 13.1% 11.8 1.9% 85% False False 77,235
80 624.5 471.2 153.3 25.0% 10.8 1.8% 92% False False 57,958
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 694.0
2.618 663.5
1.618 644.8
1.000 633.3
0.618 626.0
HIGH 614.5
0.618 607.3
0.500 605.3
0.382 603.0
LOW 595.8
0.618 584.3
1.000 577.0
1.618 565.5
2.618 546.8
4.250 516.3
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 610.0 611.8
PP 607.5 611.0
S1 605.3 610.3

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

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