ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 586.7 566.4 -20.3 -3.5% 612.3
High 587.3 580.5 -6.8 -1.2% 624.5
Low 564.0 565.4 1.4 0.2% 595.8
Close 566.1 576.5 10.4 1.8% 601.3
Range 23.3 15.1 -8.2 -35.2% 28.7
ATR 15.2 15.2 0.0 -0.1% 0.0
Volume 179,325 204,939 25,614 14.3% 800,978
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 619.5 613.0 584.8
R3 604.3 598.0 580.8
R2 589.3 589.3 579.3
R1 582.8 582.8 578.0 586.0
PP 574.3 574.3 574.3 575.8
S1 567.8 567.8 575.0 571.0
S2 559.0 559.0 573.8
S3 544.0 552.8 572.3
S4 528.8 537.5 568.3
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 9.0% 17.8 3.1% 24% False False 174,965
10 624.5 564.0 60.5 10.5% 18.0 3.1% 21% False False 163,666
20 624.5 564.0 60.5 10.5% 14.3 2.5% 21% False False 150,273
40 624.5 549.0 75.5 13.1% 13.8 2.4% 36% False False 137,261
60 624.5 544.0 80.5 14.0% 12.5 2.2% 40% False False 91,809
80 624.5 471.2 153.3 26.6% 11.3 2.0% 69% False False 68,882
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 644.8
2.618 620.0
1.618 605.0
1.000 595.5
0.618 589.8
HIGH 580.5
0.618 574.8
0.500 573.0
0.382 571.3
LOW 565.5
0.618 556.0
1.000 550.3
1.618 541.0
2.618 525.8
4.250 501.3
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 575.3 580.8
PP 574.3 579.3
S1 573.0 578.0

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

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