ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 592.4 592.0 -0.4 -0.1% 586.3
High 596.1 597.4 1.3 0.2% 605.1
Low 584.5 590.7 6.2 1.1% 577.6
Close 591.5 591.6 0.1 0.0% 584.0
Range 11.6 6.7 -4.9 -42.2% 27.5
ATR 14.3 13.8 -0.5 -3.8% 0.0
Volume 121,794 115,540 -6,254 -5.1% 615,998
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 613.3 609.3 595.3
R3 606.8 602.5 593.5
R2 600.0 600.0 592.8
R1 595.8 595.8 592.3 594.5
PP 593.3 593.3 593.3 592.5
S1 589.0 589.0 591.0 587.8
S2 586.5 586.5 590.3
S3 579.8 582.3 589.8
S4 573.3 575.8 588.0
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
5 601.4 577.6 23.8 4.0% 12.8 2.2% 59% False False 116,259
10 605.1 574.5 30.6 5.2% 13.0 2.2% 56% False False 121,734
20 605.1 551.4 53.7 9.1% 14.3 2.4% 75% False False 145,871
40 624.5 551.4 73.1 12.4% 14.5 2.4% 55% False False 148,293
60 624.5 549.0 75.5 12.8% 13.8 2.3% 56% False False 136,825
80 624.5 544.0 80.5 13.6% 13.0 2.2% 59% False False 102,765
100 624.5 471.2 153.3 25.9% 11.8 2.0% 79% False False 82,231
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 626.0
2.618 615.0
1.618 608.3
1.000 604.0
0.618 601.5
HIGH 597.5
0.618 594.8
0.500 594.0
0.382 593.3
LOW 590.8
0.618 586.5
1.000 584.0
1.618 579.8
2.618 573.3
4.250 562.3
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 594.0 592.5
PP 593.3 592.3
S1 592.5 592.0

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

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