ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 600.4 593.4 -7.0 -1.2% 612.3
High 610.0 597.5 -12.5 -2.0% 624.5
Low 590.3 584.4 -5.9 -1.0% 595.8
Close 594.7 586.1 -8.6 -1.4% 601.3
Range 19.7 13.1 -6.6 -33.5% 28.7
ATR 14.7 14.6 -0.1 -0.8% 0.0
Volume 168,769 165,644 -3,125 -1.9% 800,978
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 628.8 620.5 593.3
R3 615.5 607.3 589.8
R2 602.5 602.5 588.5
R1 594.3 594.3 587.3 591.8
PP 589.3 589.3 589.3 588.0
S1 581.3 581.3 585.0 578.8
S2 576.3 576.3 583.8
S3 563.3 568.0 582.5
S4 550.0 555.0 579.0
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
5 622.3 584.4 37.9 6.5% 19.3 3.3% 4% False True 167,370
10 624.5 584.4 40.1 6.8% 15.8 2.7% 4% False True 153,958
20 624.5 573.4 51.1 8.7% 14.5 2.5% 25% False False 147,618
40 624.5 549.0 75.5 12.9% 13.5 2.3% 49% False False 127,900
60 624.5 544.0 80.5 13.7% 12.3 2.1% 52% False False 85,409
80 624.5 471.2 153.3 26.2% 11.0 1.9% 75% False False 64,084
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 653.3
2.618 631.8
1.618 618.8
1.000 610.5
0.618 605.5
HIGH 597.5
0.618 592.5
0.500 591.0
0.382 589.5
LOW 584.5
0.618 576.3
1.000 571.3
1.618 563.3
2.618 550.0
4.250 528.8
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 591.0 600.0
PP 589.3 595.5
S1 587.8 590.8

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

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