ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 566.4 576.6 10.2 1.8% 600.4
High 580.5 577.0 -3.5 -0.6% 610.0
Low 565.4 557.8 -7.6 -1.3% 557.8
Close 576.5 561.8 -14.7 -2.5% 561.8
Range 15.1 19.2 4.1 27.2% 52.2
ATR 15.2 15.5 0.3 1.9% 0.0
Volume 204,939 157,020 -47,919 -23.4% 875,697
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 623.3 611.8 572.3
R3 604.0 592.5 567.0
R2 584.8 584.8 565.3
R1 573.3 573.3 563.5 569.5
PP 565.5 565.5 565.5 563.5
S1 554.0 554.0 560.0 550.3
S2 546.3 546.3 558.3
S3 527.3 534.8 556.5
S4 508.0 515.8 551.3
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 733.3 699.8 590.5
R3 681.0 647.5 576.3
R2 628.8 628.8 571.3
R1 595.3 595.3 566.5 586.0
PP 576.5 576.5 576.5 571.8
S1 543.0 543.0 557.0 533.8
S2 524.3 524.3 552.3
S3 472.3 490.8 547.5
S4 420.0 438.8 533.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 610.0 557.8 52.2 9.3% 18.0 3.2% 8% False True 175,139
10 624.5 557.8 66.7 11.9% 18.3 3.3% 6% False True 167,667
20 624.5 557.8 66.7 11.9% 14.8 2.6% 6% False True 148,973
40 624.5 550.7 73.8 13.1% 14.0 2.5% 15% False False 141,182
60 624.5 544.0 80.5 14.3% 12.8 2.3% 22% False False 94,426
80 624.5 471.2 153.3 27.3% 11.5 2.0% 59% False False 70,844
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 4.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 658.5
2.618 627.3
1.618 608.0
1.000 596.3
0.618 588.8
HIGH 577.0
0.618 569.8
0.500 567.5
0.382 565.3
LOW 557.8
0.618 546.0
1.000 538.5
1.618 526.8
2.618 507.5
4.250 476.3
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 567.5 572.5
PP 565.5 569.0
S1 563.8 565.5

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

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