ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 597.2 587.1 -10.1 -1.7% 574.7
High 601.9 607.2 5.3 0.9% 607.2
Low 586.6 587.1 0.5 0.1% 566.6
Close 588.0 603.1 15.1 2.6% 603.1
Range 15.3 20.1 4.8 31.4% 40.6
ATR 14.9 15.3 0.4 2.5% 0.0
Volume 125,618 117,730 -7,888 -6.3% 616,785
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 659.5 651.3 614.3
R3 639.3 631.3 608.8
R2 619.3 619.3 606.8
R1 611.3 611.3 605.0 615.3
PP 599.3 599.3 599.3 601.3
S1 591.0 591.0 601.3 595.0
S2 579.0 579.0 599.5
S3 559.0 571.0 597.5
S4 538.8 550.8 592.0
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 714.0 699.3 625.5
R3 673.5 658.5 614.3
R2 633.0 633.0 610.5
R1 618.0 618.0 606.8 625.5
PP 592.3 592.3 592.3 596.0
S1 577.5 577.5 599.5 584.8
S2 551.8 551.8 595.8
S3 511.0 536.8 592.0
S4 470.5 496.3 580.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 607.2 566.6 40.6 6.7% 15.3 2.5% 90% True False 123,357
10 607.2 558.8 48.4 8.0% 14.8 2.4% 92% True False 110,581
20 607.2 558.8 48.4 8.0% 14.0 2.3% 92% True False 118,665
40 624.5 551.4 73.1 12.1% 15.0 2.5% 71% False False 140,072
60 624.5 551.4 73.1 12.1% 14.3 2.4% 71% False False 145,972
80 624.5 544.0 80.5 13.3% 13.5 2.2% 73% False False 110,566
100 624.5 509.1 115.4 19.1% 12.3 2.0% 81% False False 88,471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 692.5
2.618 659.8
1.618 639.8
1.000 627.3
0.618 619.5
HIGH 607.3
0.618 599.5
0.500 597.3
0.382 594.8
LOW 587.0
0.618 574.8
1.000 567.0
1.618 554.5
2.618 534.5
4.250 501.8
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 601.0 601.0
PP 599.3 598.8
S1 597.3 596.5

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

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