ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 23-Jul-2009

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	520.0	525.6	5.6	1.1%	484.0
High	525.6	543.8	18.2	3.5%	519.8
Low	520.0	525.6	5.6	1.1%	471.2
Close	522.6	539.5	16.9	3.2%	516.9
Range	5.6	18.2	12.6	225.0%	48.6
ATR	8.3	9.2	0.9	11.1%	0.0
Volume	0	194	194		640

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	591.0	583.5	549.5
R3	572.8	565.3	544.5
R2	554.5	554.5	542.8
R1	547.0	547.0	541.3	550.8
PP	536.3	536.3	536.3	538.3
S1	528.8	528.8	537.8	532.5
S2	518.0	518.0	536.3
S3	500.0	510.5	534.5
S4	481.8	492.5	529.5

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	543.8	514.5	29.3	5.4%	5.8	1.0%	85%	True	False	38
10	543.8	471.2	72.6	13.5%	7.3	1.3%	94%	True	False	84
20	543.8	471.2	72.6	13.5%	7.5	1.4%	94%	True	False	91

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	621.3
2.618	591.5
1.618	573.3
1.000	562.0
0.618	555.0
HIGH	543.8
0.618	536.8
0.500	534.8
0.382	532.5
LOW	525.5
0.618	514.3
1.000	507.5
1.618	496.3
2.618	478.0
4.250	448.3

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	538.0	536.0
PP	536.3	532.5
S1	534.8	529.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols