ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 562.9 569.0 6.1 1.1% 600.4
High 569.1 574.9 5.8 1.0% 610.0
Low 553.0 560.4 7.4 1.3% 557.8
Close 567.9 564.1 -3.8 -0.7% 561.8
Range 16.1 14.5 -1.6 -9.9% 52.2
ATR 15.7 15.6 -0.1 -0.6% 0.0
Volume 213,129 171,813 -41,316 -19.4% 875,697
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 610.0 601.5 572.0
R3 595.5 587.0 568.0
R2 581.0 581.0 566.8
R1 572.5 572.5 565.5 569.5
PP 566.5 566.5 566.5 565.0
S1 558.0 558.0 562.8 555.0
S2 552.0 552.0 561.5
S3 537.5 543.5 560.0
S4 523.0 529.0 556.0
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
5 580.5 551.4 29.1 5.2% 16.5 2.9% 44% False False 196,954
10 615.8 551.4 64.4 11.4% 17.5 3.1% 20% False False 185,222
20 624.5 551.4 73.1 13.0% 15.3 2.7% 17% False False 158,003
40 624.5 551.4 73.1 13.0% 14.3 2.5% 17% False False 156,306
60 624.5 544.0 80.5 14.3% 13.3 2.3% 25% False False 104,799
80 624.5 500.3 124.2 22.0% 11.8 2.1% 51% False False 78,623
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 4.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 636.5
2.618 612.8
1.618 598.3
1.000 589.5
0.618 583.8
HIGH 575.0
0.618 569.3
0.500 567.8
0.382 566.0
LOW 560.5
0.618 551.5
1.000 546.0
1.618 537.0
2.618 522.5
4.250 498.8
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 567.8 563.8
PP 566.5 563.5
S1 565.3 563.3

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

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