ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 493.3 483.3 -10.0 -2.0% 506.4
High 495.5 486.6 -8.9 -1.8% 518.7
Low 481.3 470.6 -10.7 -2.2% 494.8
Close 484.3 476.5 -7.8 -1.6% 497.3
Range 14.2 16.0 1.8 12.7% 23.9
ATR 13.8 13.9 0.2 1.2% 0.0
Volume 120,796 121,527 731 0.6% 490,072
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 526.0 517.3 485.3
R3 510.0 501.3 481.0
R2 494.0 494.0 479.5
R1 485.3 485.3 478.0 481.5
PP 478.0 478.0 478.0 476.0
S1 469.3 469.3 475.0 465.5
S2 462.0 462.0 473.5
S3 446.0 453.3 472.0
S4 430.0 437.3 467.8
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 575.3 560.3 510.5
R3 551.5 536.3 503.8
R2 527.5 527.5 501.8
R1 512.5 512.5 499.5 508.0
PP 503.5 503.5 503.5 501.5
S1 488.5 488.5 495.0 484.0
S2 479.8 479.8 493.0
S3 455.8 464.5 490.8
S4 432.0 440.8 484.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 518.7 470.6 48.1 10.1% 15.3 3.2% 12% False True 97,599
10 518.7 470.6 48.1 10.1% 14.3 3.0% 12% False True 114,326
20 532.6 470.6 62.0 13.0% 14.0 2.9% 10% False True 127,891
40 539.5 468.5 71.0 14.9% 13.0 2.7% 11% False False 64,946
60 539.5 447.2 92.3 19.4% 13.0 2.7% 32% False False 43,395
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 3.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 554.5
2.618 528.5
1.618 512.5
1.000 502.5
0.618 496.5
HIGH 486.5
0.618 480.5
0.500 478.5
0.382 476.8
LOW 470.5
0.618 460.8
1.000 454.5
1.618 444.8
2.618 428.8
4.250 402.5
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 478.5 484.0
PP 478.0 481.5
S1 477.3 479.0

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

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