ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 561.5 562.9 1.4 0.2% 600.4
High 569.6 569.1 -0.5 -0.1% 610.0
Low 551.4 553.0 1.6 0.3% 557.8
Close 561.4 567.9 6.5 1.2% 561.8
Range 18.2 16.1 -2.1 -11.5% 52.2
ATR 15.7 15.7 0.0 0.2% 0.0
Volume 237,870 213,129 -24,741 -10.4% 875,697
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 611.8 605.8 576.8
R3 595.5 589.8 572.3
R2 579.5 579.5 570.8
R1 573.8 573.8 569.5 576.5
PP 563.3 563.3 563.3 564.8
S1 557.5 557.5 566.5 560.5
S2 547.3 547.3 565.0
S3 531.3 541.5 563.5
S4 515.0 525.3 559.0
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
5 587.3 551.4 35.9 6.3% 18.5 3.2% 46% False False 198,456
10 622.3 551.4 70.9 12.5% 18.8 3.3% 23% False False 182,913
20 624.5 551.4 73.1 12.9% 15.0 2.6% 23% False False 157,158
40 624.5 551.4 73.1 12.9% 14.3 2.5% 23% False False 152,276
60 624.5 544.0 80.5 14.2% 13.0 2.3% 30% False False 101,936
80 624.5 490.9 133.6 23.5% 11.5 2.0% 58% False False 76,482
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 4.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 637.5
2.618 611.3
1.618 595.3
1.000 585.3
0.618 579.0
HIGH 569.0
0.618 563.0
0.500 561.0
0.382 559.3
LOW 553.0
0.618 543.0
1.000 537.0
1.618 527.0
2.618 510.8
4.250 484.5
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 565.5 566.8
PP 563.3 565.5
S1 561.0 564.3

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

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