ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 569.0 563.0 -6.0 -1.1% 600.4
High 574.9 580.0 5.1 0.9% 610.0
Low 560.4 559.4 -1.0 -0.2% 557.8
Close 564.1 578.6 14.5 2.6% 561.8
Range 14.5 20.6 6.1 42.1% 52.2
ATR 15.6 16.0 0.4 2.3% 0.0
Volume 171,813 184,053 12,240 7.1% 875,697
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 634.5 627.3 590.0
R3 613.8 606.5 584.3
R2 593.3 593.3 582.5
R1 586.0 586.0 580.5 589.5
PP 572.8 572.8 572.8 574.5
S1 565.3 565.3 576.8 569.0
S2 552.0 552.0 574.8
S3 531.5 544.8 573.0
S4 510.8 524.3 567.3
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
5 580.0 551.4 28.6 4.9% 17.8 3.1% 95% True False 192,777
10 615.8 551.4 64.4 11.1% 17.8 3.1% 42% False False 183,871
20 624.5 551.4 73.1 12.6% 15.8 2.7% 37% False False 161,479
40 624.5 551.4 73.1 12.6% 14.3 2.5% 37% False False 159,625
60 624.5 544.0 80.5 13.9% 13.3 2.3% 43% False False 107,866
80 624.5 509.1 115.4 19.9% 12.0 2.1% 60% False False 80,922
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 667.5
2.618 634.0
1.618 613.3
1.000 600.5
0.618 592.8
HIGH 580.0
0.618 572.3
0.500 569.8
0.382 567.3
LOW 559.5
0.618 546.8
1.000 538.8
1.618 526.0
2.618 505.5
4.250 471.8
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 575.8 574.5
PP 572.8 570.5
S1 569.8 566.5

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

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