ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 571.7 574.7 3.0 0.5% 584.1
High 584.9 580.6 -4.3 -0.7% 601.4
Low 558.8 566.6 7.8 1.4% 558.8
Close 573.7 579.2 5.5 1.0% 573.7
Range 26.1 14.0 -12.1 -46.4% 42.6
ATR 15.1 15.1 -0.1 -0.5% 0.0
Volume 7,930 92,210 84,280 1,062.8% 343,811
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 617.5 612.3 587.0
R3 603.5 598.3 583.0
R2 589.5 589.5 581.8
R1 584.3 584.3 580.5 587.0
PP 575.5 575.5 575.5 576.8
S1 570.3 570.3 578.0 573.0
S2 561.5 561.5 576.8
S3 547.5 556.3 575.3
S4 533.5 542.3 571.5
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% 15.3 2.6% 48% False False 87,204
10 605.1 558.8 46.3 8.0% 14.0 2.4% 44% False False 105,201
20 605.1 551.4 53.7 9.3% 14.5 2.5% 52% False False 132,780
40 624.5 551.4 73.1 12.6% 14.5 2.5% 38% False False 140,876
60 624.5 550.7 73.8 12.7% 14.0 2.4% 39% False False 138,381
80 624.5 544.0 80.5 13.9% 13.3 2.3% 44% False False 104,014
100 624.5 471.2 153.3 26.5% 12.0 2.1% 70% False False 83,231
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 3.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 640.0
2.618 617.3
1.618 603.3
1.000 594.5
0.618 589.3
HIGH 580.5
0.618 575.3
0.500 573.5
0.382 572.0
LOW 566.5
0.618 558.0
1.000 552.5
1.618 544.0
2.618 530.0
4.250 507.0
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 577.3 578.8
PP 575.5 578.5
S1 573.5 578.0

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

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