ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 593.4 586.7 -6.7 -1.1% 612.3
High 597.5 587.3 -10.2 -1.7% 624.5
Low 584.4 564.0 -20.4 -3.5% 595.8
Close 586.1 566.1 -20.0 -3.4% 601.3
Range 13.1 23.3 10.2 77.9% 28.7
ATR 14.6 15.2 0.6 4.2% 0.0
Volume 165,644 179,325 13,681 8.3% 800,978
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 642.3 627.5 579.0
R3 619.0 604.3 572.5
R2 595.8 595.8 570.3
R1 581.0 581.0 568.3 576.8
PP 572.5 572.5 572.5 570.3
S1 557.8 557.8 564.0 553.5
S2 549.3 549.3 561.8
S3 525.8 534.3 559.8
S4 502.5 511.0 553.3
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
5 615.8 564.0 51.8 9.2% 18.5 3.3% 4% False True 173,490
10 624.5 564.0 60.5 10.7% 17.0 3.0% 3% False True 158,040
20 624.5 564.0 60.5 10.7% 14.8 2.6% 3% False True 150,715
40 624.5 549.0 75.5 13.3% 13.5 2.4% 23% False False 132,302
60 624.5 544.0 80.5 14.2% 12.5 2.2% 27% False False 88,397
80 624.5 471.2 153.3 27.1% 11.3 2.0% 62% False False 66,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 686.3
2.618 648.3
1.618 625.0
1.000 610.5
0.618 601.8
HIGH 587.3
0.618 578.5
0.500 575.8
0.382 573.0
LOW 564.0
0.618 549.5
1.000 540.8
1.618 526.3
2.618 503.0
4.250 465.0
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 575.8 587.0
PP 572.5 580.0
S1 569.3 573.0

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

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