ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 606.0 597.5 -8.5 -1.4% 574.7
High 606.4 602.4 -4.0 -0.7% 607.2
Low 591.8 591.0 -0.8 -0.1% 566.6
Close 596.7 596.9 0.2 0.0% 603.1
Range 14.6 11.4 -3.2 -21.9% 40.6
ATR 14.9 14.6 -0.2 -1.7% 0.0
Volume 94,290 135,826 41,536 44.1% 616,785
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 631.0 625.3 603.3
R3 619.5 614.0 600.0
R2 608.3 608.3 599.0
R1 602.5 602.5 598.0 599.8
PP 596.8 596.8 596.8 595.3
S1 591.3 591.3 595.8 588.3
S2 585.3 585.3 594.8
S3 574.0 579.8 593.8
S4 562.5 568.3 590.8
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
5 607.2 586.6 20.6 3.5% 14.3 2.4% 50% False False 132,842
10 607.2 558.8 48.4 8.1% 14.5 2.4% 79% False False 116,111
20 607.2 558.8 48.4 8.1% 14.0 2.3% 79% False False 119,701
40 624.5 551.4 73.1 12.2% 15.0 2.5% 62% False False 142,047
60 624.5 551.4 73.1 12.2% 14.3 2.4% 62% False False 144,123
80 624.5 546.0 78.5 13.2% 13.5 2.3% 65% False False 115,826
100 624.5 514.5 110.0 18.4% 12.5 2.1% 75% False False 92,679
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 650.8
2.618 632.3
1.618 620.8
1.000 613.8
0.618 609.5
HIGH 602.5
0.618 598.0
0.500 596.8
0.382 595.3
LOW 591.0
0.618 584.0
1.000 579.5
1.618 572.5
2.618 561.3
4.250 542.5
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 596.8 598.8
PP 596.8 598.0
S1 596.8 597.5

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

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