ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 619.2 612.1 -7.1 -1.1% 589.3
High 624.2 616.8 -7.4 -1.2% 620.5
Low 611.1 595.5 -15.6 -2.6% 582.8
Close 613.4 599.1 -14.3 -2.3% 614.2
Range 13.1 21.3 8.2 62.6% 37.7
ATR 11.2 11.9 0.7 6.5% 0.0
Volume 123,019 154,089 31,070 25.3% 940,463
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 667.8 654.8 610.8
R3 646.5 633.5 605.0
R2 625.0 625.0 603.0
R1 612.0 612.0 601.0 608.0
PP 603.8 603.8 603.8 601.8
S1 590.8 590.8 597.3 586.8
S2 582.5 582.5 595.3
S3 561.3 569.5 593.3
S4 540.0 548.3 587.5
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
5 624.2 595.5 28.7 4.8% 11.5 1.9% 13% False True 144,995
10 624.2 582.8 41.4 6.9% 11.8 2.0% 39% False False 163,628
20 624.2 549.0 75.2 12.6% 12.3 2.0% 67% False False 85,922
40 624.2 544.0 80.2 13.4% 10.8 1.8% 69% False False 43,102
60 624.2 471.2 153.0 25.5% 9.8 1.6% 84% False False 28,777
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 3.3
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 707.3
2.618 672.5
1.618 651.3
1.000 638.0
0.618 630.0
HIGH 616.8
0.618 608.8
0.500 606.3
0.382 603.8
LOW 595.5
0.618 582.3
1.000 574.3
1.618 561.0
2.618 539.8
4.250 505.0
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 606.3 609.8
PP 603.8 606.3
S1 601.5 602.8

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

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