ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 587.1 603.4 16.3 2.8% 574.7
High 607.2 606.4 -0.8 -0.1% 607.2
Low 587.1 596.5 9.4 1.6% 566.6
Close 603.1 602.9 -0.2 0.0% 603.1
Range 20.1 9.9 -10.2 -50.7% 40.6
ATR 15.3 14.9 -0.4 -2.5% 0.0
Volume 117,730 190,747 73,017 62.0% 616,785
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 631.8 627.3 608.3
R3 621.8 617.3 605.5
R2 611.8 611.8 604.8
R1 607.3 607.3 603.8 604.8
PP 602.0 602.0 602.0 600.5
S1 597.5 597.5 602.0 594.8
S2 592.0 592.0 601.0
S3 582.3 587.5 600.3
S4 572.3 577.8 597.5
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
5 607.2 577.6 29.6 4.9% 14.5 2.4% 85% False False 143,064
10 607.2 558.8 48.4 8.0% 15.0 2.5% 91% False False 115,134
20 607.2 558.8 48.4 8.0% 14.0 2.3% 91% False False 120,862
40 624.5 551.4 73.1 12.1% 15.0 2.5% 70% False False 141,124
60 624.5 551.4 73.1 12.1% 14.3 2.4% 70% False False 146,617
80 624.5 544.0 80.5 13.4% 13.5 2.2% 73% False False 112,950
100 624.5 514.5 110.0 18.2% 12.3 2.0% 80% False False 90,378
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 648.5
2.618 632.3
1.618 622.5
1.000 616.3
0.618 612.5
HIGH 606.5
0.618 602.5
0.500 601.5
0.382 600.3
LOW 596.5
0.618 590.5
1.000 586.5
1.618 580.5
2.618 570.5
4.250 554.5
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 602.5 601.0
PP 602.0 599.0
S1 601.5 597.0

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

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