ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 584.1 592.4 8.3 1.4% 586.3
High 601.4 596.1 -5.3 -0.9% 605.1
Low 583.7 584.5 0.8 0.1% 577.6
Close 594.1 591.5 -2.6 -0.4% 584.0
Range 17.7 11.6 -6.1 -34.5% 27.5
ATR 14.5 14.3 -0.2 -1.4% 0.0
Volume 98,547 121,794 23,247 23.6% 615,998
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 625.5 620.0 598.0
R3 614.0 608.5 594.8
R2 602.3 602.3 593.8
R1 597.0 597.0 592.5 593.8
PP 590.8 590.8 590.8 589.3
S1 585.3 585.3 590.5 582.3
S2 579.0 579.0 589.3
S3 567.5 573.8 588.3
S4 556.0 562.0 585.0
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
5 602.3 577.6 24.7 4.2% 13.0 2.2% 56% False False 112,418
10 605.1 574.5 30.6 5.2% 13.3 2.3% 56% False False 123,291
20 605.1 551.4 53.7 9.1% 15.0 2.5% 75% False False 149,060
40 624.5 551.4 73.1 12.4% 14.8 2.5% 55% False False 148,339
60 624.5 549.0 75.5 12.8% 14.0 2.4% 56% False False 134,953
80 624.5 544.0 80.5 13.6% 13.0 2.2% 59% False False 101,322
100 624.5 471.2 153.3 25.9% 12.0 2.0% 78% False False 81,079
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 645.5
2.618 626.5
1.618 614.8
1.000 607.8
0.618 603.3
HIGH 596.0
0.618 591.8
0.500 590.3
0.382 589.0
LOW 584.5
0.618 577.3
1.000 573.0
1.618 565.8
2.618 554.3
4.250 535.3
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 591.0 590.8
PP 590.8 590.3
S1 590.3 589.5

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

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