ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 601.0 609.6 8.6 1.4% 603.4
High 609.5 613.5 4.0 0.7% 606.4
Low 598.0 606.1 8.1 1.4% 591.0
Close 608.5 607.7 -0.8 -0.1% 600.3
Range 11.5 7.4 -4.1 -35.7% 15.4
ATR 13.8 13.3 -0.5 -3.3% 0.0
Volume 66,928 81,158 14,230 21.3% 697,827
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 631.3 627.0 611.8
R3 624.0 619.5 609.8
R2 616.5 616.5 609.0
R1 612.0 612.0 608.5 610.5
PP 609.0 609.0 609.0 608.3
S1 604.8 604.8 607.0 603.3
S2 601.8 601.8 606.3
S3 594.3 597.3 605.8
S4 587.0 590.0 603.8
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
5 613.5 591.0 22.5 3.7% 10.0 1.7% 74% True False 112,175
10 613.5 586.0 27.5 4.5% 12.5 2.0% 79% True False 121,590
20 613.5 558.8 54.7 9.0% 13.0 2.1% 89% True False 114,580
40 624.5 551.4 73.1 12.0% 15.0 2.5% 77% False False 138,495
60 624.5 551.4 73.1 12.0% 14.3 2.3% 77% False False 139,432
80 624.5 549.0 75.5 12.4% 13.5 2.2% 78% False False 121,119
100 624.5 541.3 83.2 13.7% 12.8 2.1% 80% False False 96,926
120 624.5 471.2 153.3 25.2% 11.8 1.9% 89% False False 80,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 3.0
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 645.0
2.618 632.8
1.618 625.5
1.000 621.0
0.618 618.0
HIGH 613.5
0.618 610.8
0.500 609.8
0.382 609.0
LOW 606.0
0.618 601.5
1.000 598.8
1.618 594.3
2.618 586.8
4.250 574.8
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 609.8 606.3
PP 609.0 604.8
S1 608.5 603.3

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

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