ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 539.1 547.8 8.7 1.6% 518.5
High 548.6 552.2 3.6 0.7% 548.6
Low 537.4 542.6 5.2 1.0% 516.0
Close 547.8 549.5 1.7 0.3% 547.8
Range 11.2 9.6 -1.6 -14.3% 32.6
ATR 13.6 13.3 -0.3 -2.1% 0.0
Volume 156,509 102,152 -54,357 -34.7% 602,035
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 577.0 572.8 554.8
R3 567.3 563.3 552.3
R2 557.8 557.8 551.3
R1 553.5 553.5 550.5 555.8
PP 548.0 548.0 548.0 549.0
S1 544.0 544.0 548.5 546.0
S2 538.5 538.5 547.8
S3 529.0 534.5 546.8
S4 519.3 524.8 544.3
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 635.3 624.3 565.8
R3 602.8 591.5 556.8
R2 570.0 570.0 553.8
R1 559.0 559.0 550.8 564.5
PP 537.5 537.5 537.5 540.3
S1 526.3 526.3 544.8 532.0
S2 504.8 504.8 541.8
S3 472.3 493.8 538.8
S4 439.8 461.3 529.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 552.2 516.0 36.2 6.6% 13.5 2.5% 93% True False 120,067
10 552.2 487.8 64.4 11.7% 12.5 2.3% 96% True False 123,378
20 552.2 470.6 81.6 14.8% 13.0 2.4% 97% True False 119,431
40 552.2 470.6 81.6 14.8% 13.3 2.4% 97% True False 105,746
60 552.2 468.5 83.7 15.2% 12.8 2.3% 97% True False 70,955
80 552.2 431.9 120.3 21.9% 12.8 2.3% 98% True False 53,245
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 False
Stretch 3.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 593.0
2.618 577.3
1.618 567.8
1.000 561.8
0.618 558.3
HIGH 552.3
0.618 548.5
0.500 547.5
0.382 546.3
LOW 542.5
0.618 536.8
1.000 533.0
1.618 527.0
2.618 517.5
4.250 501.8
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 548.8 545.8
PP 548.0 542.0
S1 547.5 538.3

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

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