ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 614.1 619.2 5.1 0.8% 589.3
High 620.6 624.2 3.6 0.6% 620.5
Low 613.9 611.1 -2.8 -0.5% 582.8
Close 618.8 613.4 -5.4 -0.9% 614.2
Range 6.7 13.1 6.4 95.5% 37.7
ATR 11.0 11.2 0.1 1.3% 0.0
Volume 120,886 123,019 2,133 1.8% 940,463
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 655.5 647.5 620.5
R3 642.5 634.5 617.0
R2 629.3 629.3 615.8
R1 621.3 621.3 614.5 618.8
PP 616.3 616.3 616.3 615.0
S1 608.3 608.3 612.3 605.8
S2 603.3 603.3 611.0
S3 590.0 595.3 609.8
S4 577.0 582.0 606.3
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 719.0 704.3 635.0
R3 681.3 666.5 624.5
R2 643.5 643.5 621.0
R1 628.8 628.8 617.8 636.3
PP 605.8 605.8 605.8 609.5
S1 591.3 591.3 610.8 598.5
S2 568.3 568.3 607.3
S3 530.5 553.5 603.8
S4 492.8 515.8 593.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 624.2 607.9 16.3 2.7% 9.5 1.5% 34% True False 147,220
10 624.2 578.7 45.5 7.4% 11.0 1.8% 76% True False 153,347
20 624.2 549.0 75.2 12.3% 11.3 1.9% 86% True False 78,358
40 624.2 541.3 82.9 13.5% 10.5 1.7% 87% True False 39,254
60 624.2 471.2 153.0 24.9% 9.5 1.6% 93% True False 26,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 680.0
2.618 658.5
1.618 645.5
1.000 637.3
0.618 632.3
HIGH 624.3
0.618 619.3
0.500 617.8
0.382 616.0
LOW 611.0
0.618 603.0
1.000 598.0
1.618 590.0
2.618 576.8
4.250 555.5
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 617.8 616.0
PP 616.3 615.3
S1 614.8 614.3

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

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