ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 546.5 552.6 6.1 1.1% 566.4
High 553.7 558.0 4.3 0.8% 574.8
Low 546.0 546.0 0.0 0.0% 554.5
Close 553.5 558.8 5.3 1.0% 563.5
Range 7.7 12.0 4.3 55.8% 20.3
ATR 10.6 10.7 0.1 1.0% 0.0
Volume 151 548 397 262.9% 199
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 590.3 586.5 565.5
R3 578.3 574.5 562.0
R2 566.3 566.3 561.0
R1 562.5 562.5 560.0 564.5
PP 554.3 554.3 554.3 555.3
S1 550.5 550.5 557.8 552.5
S2 542.3 542.3 556.5
S3 530.3 538.5 555.5
S4 518.3 526.5 552.3
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 625.3 614.8 574.8
R3 604.8 594.3 569.0
R2 584.5 584.5 567.3
R1 574.0 574.0 565.3 569.3
PP 564.3 564.3 564.3 561.8
S1 553.8 553.8 561.8 548.8
S2 544.0 544.0 559.8
S3 523.8 533.5 558.0
S4 503.3 513.3 552.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 574.8 544.0 30.8 5.5% 11.5 2.1% 48% False False 156
10 574.8 544.0 30.8 5.5% 10.3 1.8% 48% False False 123
20 574.8 525.6 49.2 8.8% 9.3 1.7% 67% False False 128
40 574.8 471.2 103.6 18.5% 8.3 1.5% 85% False False 105
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 2 trading days
Fibonacci Retracements and Extensions
4.250 609.0
2.618 589.5
1.618 577.5
1.000 570.0
0.618 565.5
HIGH 558.0
0.618 553.5
0.500 552.0
0.382 550.5
LOW 546.0
0.618 538.5
1.000 534.0
1.618 526.5
2.618 514.5
4.250 495.0
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 556.5 556.5
PP 554.3 554.3
S1 552.0 552.0

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

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