ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 547.8 548.7 0.9 0.2% 518.5
High 552.2 551.7 -0.5 -0.1% 548.6
Low 542.6 541.9 -0.7 -0.1% 516.0
Close 549.5 549.6 0.1 0.0% 547.8
Range 9.6 9.8 0.2 2.1% 32.6
ATR 13.3 13.0 -0.2 -1.9% 0.0
Volume 102,152 98,759 -3,393 -3.3% 602,035
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 577.3 573.3 555.0
R3 567.3 563.3 552.3
R2 557.5 557.5 551.5
R1 553.5 553.5 550.5 555.5
PP 547.8 547.8 547.8 548.8
S1 543.8 543.8 548.8 545.8
S2 538.0 538.0 547.8
S3 528.3 534.0 547.0
S4 518.3 524.3 544.3
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
5 552.2 519.4 32.8 6.0% 12.8 2.3% 92% False False 117,577
10 552.2 498.5 53.7 9.8% 12.3 2.2% 95% False False 119,553
20 552.2 470.6 81.6 14.8% 13.0 2.3% 97% False False 118,009
40 552.2 470.6 81.6 14.8% 13.0 2.4% 97% False False 108,213
60 552.2 468.5 83.7 15.2% 12.8 2.3% 97% False False 72,600
80 552.2 431.9 120.3 21.9% 12.8 2.3% 98% False False 54,479
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 593.3
2.618 577.3
1.618 567.5
1.000 561.5
0.618 557.8
HIGH 551.8
0.618 548.0
0.500 546.8
0.382 545.8
LOW 542.0
0.618 535.8
1.000 532.0
1.618 526.0
2.618 516.3
4.250 500.3
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 548.8 548.0
PP 547.8 546.5
S1 546.8 544.8

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

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