ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 577.7 580.9 3.2 0.6% 580.5
High 581.0 587.2 6.2 1.1% 587.2
Low 569.2 573.0 3.8 0.7% 569.2
Close 579.9 576.7 -3.2 -0.6% 576.7
Range 11.8 14.2 2.4 20.3% 18.0
ATR 10.3 10.5 0.3 2.7% 0.0
Volume 1,781 863 -918 -51.5% 5,817
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 621.5 613.3 584.5
R3 607.3 599.3 580.5
R2 593.3 593.3 579.3
R1 585.0 585.0 578.0 582.0
PP 579.0 579.0 579.0 577.5
S1 570.8 570.8 575.5 567.8
S2 564.8 564.8 574.0
S3 550.5 556.5 572.8
S4 536.3 542.3 569.0
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 631.8 622.3 586.5
R3 613.8 604.3 581.8
R2 595.8 595.8 580.0
R1 586.3 586.3 578.3 582.0
PP 577.8 577.8 577.8 575.5
S1 568.3 568.3 575.0 564.0
S2 559.8 559.8 573.5
S3 541.8 550.3 571.8
S4 523.8 532.3 566.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 587.2 569.2 18.0 3.1% 8.5 1.5% 42% True False 1,163
10 587.2 544.0 43.2 7.5% 10.5 1.8% 76% True False 744
20 587.2 544.0 43.2 7.5% 10.0 1.7% 76% True False 412
40 587.2 471.2 116.0 20.1% 8.8 1.5% 91% True False 259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 647.5
2.618 624.5
1.618 610.3
1.000 601.5
0.618 596.0
HIGH 587.3
0.618 581.8
0.500 580.0
0.382 578.5
LOW 573.0
0.618 564.3
1.000 558.8
1.618 550.0
2.618 535.8
4.250 512.8
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 580.0 578.3
PP 579.0 577.8
S1 577.8 577.3

Download as Excel Spreadsheet

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

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