ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 599.1 596.0 -3.1 -0.5% 603.4
High 603.1 601.6 -1.5 -0.2% 606.4
Low 591.8 592.9 1.1 0.2% 591.0
Close 595.6 600.3 4.7 0.8% 600.3
Range 11.3 8.7 -2.6 -23.0% 15.4
ATR 14.4 14.0 -0.4 -2.8% 0.0
Volume 142,713 134,251 -8,462 -5.9% 697,827
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 624.3 621.0 605.0
R3 615.8 612.3 602.8
R2 607.0 607.0 602.0
R1 603.8 603.8 601.0 605.3
PP 598.3 598.3 598.3 599.0
S1 595.0 595.0 599.5 596.5
S2 589.5 589.5 598.8
S3 580.8 586.3 598.0
S4 572.3 577.5 595.5
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 645.5 638.3 608.8
R3 630.0 622.8 604.5
R2 614.8 614.8 603.0
R1 607.5 607.5 601.8 603.3
PP 599.3 599.3 599.3 597.3
S1 592.0 592.0 599.0 588.0
S2 583.8 583.8 597.5
S3 568.5 576.8 596.0
S4 553.0 561.3 591.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 606.4 591.0 15.4 2.6% 11.3 1.9% 60% False False 139,565
10 607.2 566.6 40.6 6.8% 13.3 2.2% 83% False False 131,461
20 607.2 558.8 48.4 8.1% 13.5 2.3% 86% False False 121,098
40 624.5 551.4 73.1 12.2% 15.3 2.5% 67% False False 141,792
60 624.5 551.4 73.1 12.2% 14.3 2.4% 67% False False 142,414
80 624.5 549.0 75.5 12.6% 13.5 2.3% 68% False False 119,279
100 624.5 525.6 98.9 16.5% 12.8 2.1% 76% False False 95,449
120 624.5 471.2 153.3 25.5% 11.8 2.0% 84% False False 79,555
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 638.5
2.618 624.5
1.618 615.8
1.000 610.3
0.618 607.0
HIGH 601.5
0.618 598.3
0.500 597.3
0.382 596.3
LOW 593.0
0.618 587.5
1.000 584.3
1.618 578.8
2.618 570.0
4.250 556.0
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 599.3 599.3
PP 598.3 598.3
S1 597.3 597.0

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

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