ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 592.0 571.7 -20.3 -3.4% 584.1
High 597.4 584.9 -12.5 -2.1% 601.4
Low 590.7 558.8 -31.9 -5.4% 558.8
Close 591.6 573.7 -17.9 -3.0% 573.7
Range 6.7 26.1 19.4 289.6% 42.6
ATR 13.8 15.1 1.4 9.9% 0.0
Volume 115,540 7,930 -107,610 -93.1% 343,811
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 650.8 638.3 588.0
R3 624.8 612.3 581.0
R2 598.5 598.5 578.5
R1 586.3 586.3 576.0 592.3
PP 572.5 572.5 572.5 575.5
S1 560.0 560.0 571.3 566.3
S2 546.3 546.3 569.0
S3 520.3 534.0 566.5
S4 494.3 507.8 559.3
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 705.8 682.3 597.3
R3 663.3 639.8 585.5
R2 620.5 620.5 581.5
R1 597.3 597.3 577.5 587.5
PP 578.0 578.0 578.0 573.3
S1 554.5 554.5 569.8 545.0
S2 535.3 535.3 566.0
S3 492.8 512.0 562.0
S4 450.3 469.3 550.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 601.4 558.8 42.6 7.4% 14.3 2.5% 35% False True 97,806
10 605.1 558.8 46.3 8.1% 13.8 2.4% 32% False True 110,735
20 605.1 551.4 53.7 9.4% 14.8 2.6% 42% False False 136,020
40 624.5 551.4 73.1 12.7% 14.5 2.5% 31% False False 143,147
60 624.5 549.0 75.5 13.2% 14.0 2.4% 33% False False 136,847
80 624.5 544.0 80.5 14.0% 13.3 2.3% 37% False False 102,862
100 624.5 471.2 153.3 26.7% 12.0 2.1% 67% False False 82,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 695.8
2.618 653.3
1.618 627.3
1.000 611.0
0.618 601.0
HIGH 585.0
0.618 575.0
0.500 571.8
0.382 568.8
LOW 558.8
0.618 542.8
1.000 532.8
1.618 516.5
2.618 490.5
4.250 448.0
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 573.0 578.0
PP 572.5 576.8
S1 571.8 575.3

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

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