ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 563.0 578.3 15.3 2.7% 561.5
High 580.0 584.1 4.1 0.7% 584.1
Low 559.4 570.6 11.2 2.0% 551.4
Close 578.6 578.0 -0.6 -0.1% 578.0
Range 20.6 13.5 -7.1 -34.5% 32.7
ATR 16.0 15.8 -0.2 -1.1% 0.0
Volume 184,053 146,816 -37,237 -20.2% 953,681
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 618.0 611.5 585.5
R3 604.5 598.0 581.8
R2 591.0 591.0 580.5
R1 584.5 584.5 579.3 581.0
PP 577.5 577.5 577.5 575.8
S1 571.0 571.0 576.8 567.5
S2 564.0 564.0 575.5
S3 550.5 557.5 574.3
S4 537.0 544.0 570.5
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 669.3 656.3 596.0
R3 636.5 623.8 587.0
R2 603.8 603.8 584.0
R1 591.0 591.0 581.0 597.5
PP 571.3 571.3 571.3 574.5
S1 558.3 558.3 575.0 564.8
S2 538.5 538.5 572.0
S3 505.8 525.5 569.0
S4 473.0 492.8 560.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 584.1 551.4 32.7 5.7% 16.5 2.9% 81% True False 190,736
10 610.0 551.4 58.6 10.1% 17.3 3.0% 45% False False 182,937
20 624.5 551.4 73.1 12.6% 16.0 2.8% 36% False False 161,387
40 624.5 551.4 73.1 12.6% 14.5 2.5% 36% False False 159,494
60 624.5 544.0 80.5 13.9% 13.5 2.3% 42% False False 110,313
80 624.5 514.5 110.0 19.0% 12.0 2.1% 58% False False 82,757
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 641.5
2.618 619.5
1.618 606.0
1.000 597.5
0.618 592.5
HIGH 584.0
0.618 579.0
0.500 577.3
0.382 575.8
LOW 570.5
0.618 562.3
1.000 557.0
1.618 548.8
2.618 535.3
4.250 513.3
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 577.8 576.0
PP 577.5 573.8
S1 577.3 571.8

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

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