ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 613.6 600.4 -13.2 -2.2% 612.3
High 615.8 610.0 -5.8 -0.9% 624.5
Low 597.8 590.3 -7.5 -1.3% 595.8
Close 601.3 594.7 -6.6 -1.1% 601.3
Range 18.0 19.7 1.7 9.4% 28.7
ATR 14.4 14.7 0.4 2.7% 0.0
Volume 156,150 168,769 12,619 8.1% 800,978
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 657.5 645.8 605.5
R3 637.8 626.0 600.0
R2 618.0 618.0 598.3
R1 606.3 606.3 596.5 602.3
PP 598.3 598.3 598.3 596.3
S1 586.8 586.8 593.0 582.8
S2 578.8 578.8 591.0
S3 559.0 567.0 589.3
S4 539.3 547.3 583.8
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
5 624.5 590.3 34.2 5.8% 19.8 3.3% 13% False True 161,356
10 624.5 590.3 34.2 5.8% 15.8 2.7% 13% False True 146,341
20 624.5 573.4 51.1 8.6% 14.3 2.4% 42% False False 145,487
40 624.5 549.0 75.5 12.7% 13.3 2.2% 61% False False 123,768
60 624.5 544.0 80.5 13.5% 12.3 2.0% 63% False False 82,649
80 624.5 471.2 153.3 25.8% 11.0 1.9% 81% False False 62,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 693.8
2.618 661.5
1.618 641.8
1.000 629.8
0.618 622.3
HIGH 610.0
0.618 602.5
0.500 600.3
0.382 597.8
LOW 590.3
0.618 578.3
1.000 570.5
1.618 558.5
2.618 538.8
4.250 506.5
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 600.3 603.0
PP 598.3 600.3
S1 596.5 597.5

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

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