ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 580.5 579.8 -0.7 -0.1% 560.0
High 582.2 584.6 2.4 0.4% 578.9
Low 574.9 579.5 4.6 0.8% 544.0
Close 577.4 579.9 2.5 0.4% 578.1
Range 7.3 5.1 -2.2 -30.1% 34.9
ATR 10.8 10.6 -0.3 -2.4% 0.0
Volume 95 268 173 182.1% 1,631
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 596.8 593.3 582.8
R3 591.5 588.3 581.3
R2 586.5 586.5 580.8
R1 583.3 583.3 580.3 584.8
PP 581.3 581.3 581.3 582.3
S1 578.0 578.0 579.5 579.8
S2 576.3 576.3 579.0
S3 571.3 573.0 578.5
S4 566.0 567.8 577.0
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 671.8 659.8 597.3
R3 636.8 625.0 587.8
R2 602.0 602.0 584.5
R1 590.0 590.0 581.3 596.0
PP 567.0 567.0 567.0 570.0
S1 555.0 555.0 575.0 561.0
S2 532.0 532.0 571.8
S3 497.3 520.3 568.5
S4 462.3 485.3 559.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 584.6 546.0 38.6 6.7% 10.3 1.8% 88% True False 357
10 584.6 544.0 40.6 7.0% 11.0 1.9% 88% True False 204
20 584.6 541.3 43.3 7.5% 9.5 1.6% 89% True False 151
40 584.6 471.2 113.4 19.6% 8.8 1.5% 96% True False 134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.3
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 606.3
2.618 598.0
1.618 592.8
1.000 589.8
0.618 587.8
HIGH 584.5
0.618 582.8
0.500 582.0
0.382 581.5
LOW 579.5
0.618 576.3
1.000 574.5
1.618 571.3
2.618 566.3
4.250 557.8
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 582.0 577.5
PP 581.3 575.0
S1 580.5 572.5

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

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