ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 602.0 613.6 11.6 1.9% 612.3
High 614.5 615.8 1.3 0.2% 624.5
Low 595.8 597.8 2.0 0.3% 595.8
Close 612.5 601.3 -11.2 -1.8% 601.3
Range 18.7 18.0 -0.7 -3.7% 28.7
ATR 14.1 14.4 0.3 2.0% 0.0
Volume 197,566 156,150 -41,416 -21.0% 800,978
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 659.0 648.3 611.3
R3 641.0 630.3 606.3
R2 623.0 623.0 604.5
R1 612.3 612.3 603.0 608.5
PP 605.0 605.0 605.0 603.3
S1 594.3 594.3 599.8 590.5
S2 587.0 587.0 598.0
S3 569.0 576.3 596.3
S4 551.0 558.3 591.5
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 693.3 676.0 617.0
R3 664.5 647.3 609.3
R2 636.0 636.0 606.5
R1 618.5 618.5 604.0 613.0
PP 607.3 607.3 607.3 604.3
S1 590.0 590.0 598.8 584.3
S2 578.5 578.5 596.0
S3 549.8 561.3 593.5
S4 521.0 532.5 585.5
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 4.8% 18.8 3.1% 19% False False 160,195
10 624.5 595.8 28.7 4.8% 14.8 2.5% 19% False False 139,836
20 624.5 573.4 51.1 8.5% 14.3 2.4% 55% False False 143,799
40 624.5 549.0 75.5 12.6% 13.3 2.2% 69% False False 119,571
60 624.5 544.0 80.5 13.4% 12.0 2.0% 71% False False 79,837
80 624.5 471.2 153.3 25.5% 10.8 1.8% 85% False False 59,904
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 4.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 692.3
2.618 663.0
1.618 645.0
1.000 633.8
0.618 627.0
HIGH 615.8
0.618 609.0
0.500 606.8
0.382 604.8
LOW 597.8
0.618 586.8
1.000 579.8
1.618 568.8
2.618 550.8
4.250 521.3
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 606.8 609.0
PP 605.0 606.5
S1 603.3 604.0

Download as Excel Spreadsheet

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

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