ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 576.6 561.5 -15.1 -2.6% 600.4
High 577.0 569.6 -7.4 -1.3% 610.0
Low 557.8 551.4 -6.4 -1.1% 557.8
Close 561.8 561.4 -0.4 -0.1% 561.8
Range 19.2 18.2 -1.0 -5.2% 52.2
ATR 15.5 15.7 0.2 1.2% 0.0
Volume 157,020 237,870 80,850 51.5% 875,697
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 615.5 606.5 571.5
R3 597.3 588.5 566.5
R2 579.0 579.0 564.8
R1 570.3 570.3 563.0 565.5
PP 560.8 560.8 560.8 558.5
S1 552.0 552.0 559.8 547.3
S2 542.5 542.5 558.0
S3 524.5 533.8 556.5
S4 506.3 515.5 551.5
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
5 597.5 551.4 46.1 8.2% 17.8 3.2% 22% False True 188,959
10 624.5 551.4 73.1 13.0% 18.8 3.4% 14% False True 175,157
20 624.5 551.4 73.1 13.0% 15.0 2.7% 14% False True 152,953
40 624.5 551.4 73.1 13.0% 14.0 2.5% 14% False True 147,038
60 624.5 544.0 80.5 14.3% 12.8 2.3% 22% False False 98,386
80 624.5 471.2 153.3 27.3% 11.5 2.1% 59% False False 73,818
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 647.0
2.618 617.3
1.618 599.0
1.000 587.8
0.618 580.8
HIGH 569.5
0.618 562.8
0.500 560.5
0.382 558.3
LOW 551.5
0.618 540.3
1.000 533.3
1.618 522.0
2.618 503.8
4.250 474.0
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 561.0 566.0
PP 560.8 564.5
S1 560.5 563.0

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

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