ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 599.5 585.3 -14.2 -2.4% 586.3
High 599.6 586.3 -13.3 -2.2% 605.1
Low 580.1 577.6 -2.5 -0.4% 577.6
Close 585.4 584.0 -1.4 -0.2% 584.0
Range 19.5 8.7 -10.8 -55.4% 27.5
ATR 14.7 14.3 -0.4 -2.9% 0.0
Volume 100,193 145,223 45,030 44.9% 615,998
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 608.8 605.0 588.8
R3 600.0 596.3 586.5
R2 591.3 591.3 585.5
R1 587.8 587.8 584.8 585.3
PP 582.8 582.8 582.8 581.5
S1 579.0 579.0 583.3 576.5
S2 574.0 574.0 582.5
S3 565.3 570.3 581.5
S4 556.5 561.5 579.3
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 671.5 655.3 599.0
R3 644.0 627.8 591.5
R2 616.5 616.5 589.0
R1 600.3 600.3 586.5 594.5
PP 589.0 589.0 589.0 586.0
S1 572.8 572.8 581.5 567.0
S2 561.5 561.5 579.0
S3 534.0 545.3 576.5
S4 506.5 517.8 569.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 605.1 577.6 27.5 4.7% 12.5 2.2% 23% False True 123,199
10 605.1 574.5 30.6 5.2% 13.0 2.2% 31% False False 126,590
20 610.0 551.4 58.6 10.0% 15.3 2.6% 56% False False 154,764
40 624.5 551.4 73.1 12.5% 14.8 2.5% 45% False False 149,281
60 624.5 549.0 75.5 12.9% 13.8 2.4% 46% False False 131,302
80 624.5 544.0 80.5 13.8% 12.8 2.2% 50% False False 98,569
100 624.5 471.2 153.3 26.3% 11.8 2.0% 74% False False 78,876
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 623.3
2.618 609.0
1.618 600.5
1.000 595.0
0.618 591.8
HIGH 586.3
0.618 583.0
0.500 582.0
0.382 581.0
LOW 577.5
0.618 572.3
1.000 569.0
1.618 563.5
2.618 554.8
4.250 540.5
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 583.3 590.0
PP 582.8 588.0
S1 582.0 586.0

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

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