ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 577.2 588.8 11.6 2.0% 561.5
High 591.0 593.3 2.3 0.4% 584.1
Low 577.1 581.9 4.8 0.8% 551.4
Close 589.4 586.9 -2.5 -0.4% 578.0
Range 13.9 11.4 -2.5 -18.0% 32.7
ATR 15.7 15.4 -0.3 -2.0% 0.0
Volume 147,618 105,713 -41,905 -28.4% 953,681
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 621.5 615.8 593.3
R3 610.3 604.3 590.0
R2 598.8 598.8 589.0
R1 592.8 592.8 588.0 590.0
PP 587.3 587.3 587.3 586.0
S1 581.5 581.5 585.8 578.8
S2 576.0 576.0 584.8
S3 564.5 570.0 583.8
S4 553.3 558.8 580.8
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
5 593.3 559.4 33.9 5.8% 14.8 2.5% 81% True False 151,202
10 593.3 551.4 41.9 7.1% 16.5 2.8% 85% True False 174,829
20 624.5 551.4 73.1 12.5% 16.3 2.8% 49% False False 164,394
40 624.5 551.4 73.1 12.5% 14.5 2.5% 49% False False 156,334
60 624.5 546.0 78.5 13.4% 13.3 2.3% 52% False False 114,534
80 624.5 514.5 110.0 18.7% 12.3 2.1% 66% False False 85,924
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 3.6
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 641.8
2.618 623.3
1.618 611.8
1.000 604.8
0.618 600.3
HIGH 593.3
0.618 589.0
0.500 587.5
0.382 586.3
LOW 582.0
0.618 574.8
1.000 570.5
1.618 563.5
2.618 552.0
4.250 533.5
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 587.5 585.3
PP 587.3 583.5
S1 587.3 582.0

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

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