ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 597.5 599.1 1.6 0.3% 574.7
High 602.4 603.1 0.7 0.1% 607.2
Low 591.0 591.8 0.8 0.1% 566.6
Close 596.9 595.6 -1.3 -0.2% 603.1
Range 11.4 11.3 -0.1 -0.9% 40.6
ATR 14.6 14.4 -0.2 -1.6% 0.0
Volume 135,826 142,713 6,887 5.1% 616,785
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 630.8 624.5 601.8
R3 619.5 613.3 598.8
R2 608.3 608.3 597.8
R1 601.8 601.8 596.8 599.3
PP 596.8 596.8 596.8 595.5
S1 590.5 590.5 594.5 588.0
S2 585.5 585.5 593.5
S3 574.3 579.3 592.5
S4 563.0 568.0 589.5
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
5 607.2 587.1 20.1 3.4% 13.5 2.3% 42% False False 136,261
10 607.2 558.8 48.4 8.1% 15.0 2.5% 76% False False 118,829
20 607.2 558.8 48.4 8.1% 14.0 2.3% 76% False False 120,281
40 624.5 551.4 73.1 12.3% 15.0 2.5% 60% False False 142,152
60 624.5 551.4 73.1 12.3% 14.3 2.4% 60% False False 142,930
80 624.5 546.0 78.5 13.2% 13.5 2.3% 63% False False 117,608
100 624.5 520.0 104.5 17.5% 12.8 2.1% 72% False False 94,106
120 624.5 471.2 153.3 25.7% 11.8 2.0% 81% False False 78,445
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 651.0
2.618 632.8
1.618 621.5
1.000 614.5
0.618 610.0
HIGH 603.0
0.618 598.8
0.500 597.5
0.382 596.0
LOW 591.8
0.618 584.8
1.000 580.5
1.618 573.5
2.618 562.3
4.250 543.8
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 597.5 598.8
PP 596.8 597.8
S1 596.3 596.8

Download as Excel Spreadsheet

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

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