ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 522.5 516.9 -5.6 -1.1% 484.0
High 522.5 518.9 -3.6 -0.7% 519.8
Low 522.5 514.5 -8.0 -1.5% 471.2
Close 522.5 522.6 0.1 0.0% 516.9
Range 0.0 4.4 4.4 48.6
ATR 8.5 8.5 0.0 -0.5% 0.0
Volume
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 531.8 531.8 525.0
R3 527.5 527.3 523.8
R2 523.0 523.0 523.5
R1 522.8 522.8 523.0 523.0
PP 518.8 518.8 518.8 518.8
S1 518.5 518.5 522.3 518.5
S2 514.3 514.3 521.8
S3 509.8 514.0 521.5
S4 505.5 509.8 520.3
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 648.5 631.3 543.8
R3 599.8 582.8 530.3
R2 551.3 551.3 525.8
R1 534.0 534.0 521.3 542.8
PP 502.8 502.8 502.8 507.0
S1 485.5 485.5 512.5 494.0
S2 454.0 454.0 508.0
S3 405.5 436.8 503.5
S4 356.8 388.3 490.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 522.5 500.3 22.2 4.2% 5.0 1.0% 100% False False 20
10 522.5 471.2 51.3 9.8% 6.8 1.3% 100% False False 70
20 522.5 471.2 51.3 9.8% 7.3 1.4% 100% False False 139
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 0.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 537.5
2.618 530.5
1.618 526.0
1.000 523.3
0.618 521.5
HIGH 519.0
0.618 517.3
0.500 516.8
0.382 516.3
LOW 514.5
0.618 511.8
1.000 510.0
1.618 507.5
2.618 503.0
4.250 495.8
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 520.8 521.3
PP 518.8 519.8
S1 516.8 518.5

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

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