ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 588.1 593.0 4.9 0.8% 561.5
High 596.6 595.6 -1.0 -0.2% 584.1
Low 586.1 578.1 -8.0 -1.4% 551.4
Close 590.8 580.7 -10.1 -1.7% 578.0
Range 10.5 17.5 7.0 66.7% 32.7
ATR 15.0 15.2 0.2 1.2% 0.0
Volume 131,107 117,924 -13,183 -10.1% 953,681
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 637.3 626.5 590.3
R3 619.8 609.0 585.5
R2 602.3 602.3 584.0
R1 591.5 591.5 582.3 588.3
PP 584.8 584.8 584.8 583.0
S1 574.0 574.0 579.0 570.8
S2 567.3 567.3 577.5
S3 549.8 556.5 576.0
S4 532.3 539.0 571.0
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
5 596.6 570.6 26.0 4.5% 13.3 2.3% 39% False False 129,835
10 596.6 551.4 45.2 7.8% 15.5 2.7% 65% False False 161,306
20 624.5 551.4 73.1 12.6% 16.8 2.9% 40% False False 162,486
40 624.5 551.4 73.1 12.6% 14.5 2.5% 40% False False 153,072
60 624.5 549.0 75.5 13.0% 13.5 2.3% 42% False False 118,673
80 624.5 525.6 98.9 17.0% 12.5 2.1% 56% False False 89,037
100 624.5 471.2 153.3 26.4% 11.5 2.0% 71% False False 71,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 670.0
2.618 641.5
1.618 624.0
1.000 613.0
0.618 606.5
HIGH 595.5
0.618 589.0
0.500 586.8
0.382 584.8
LOW 578.0
0.618 567.3
1.000 560.5
1.618 549.8
2.618 532.3
4.250 503.8
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 586.8 587.3
PP 584.8 585.3
S1 582.8 583.0

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

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