ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 612.1 598.3 -13.8 -2.3% 613.9
High 616.8 603.3 -13.5 -2.2% 624.2
Low 595.5 593.1 -2.4 -0.4% 593.1
Close 599.1 597.4 -1.7 -0.3% 597.4
Range 21.3 10.2 -11.1 -52.1% 31.1
ATR 11.9 11.8 -0.1 -1.0% 0.0
Volume 154,089 190,191 36,102 23.4% 733,948
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 628.5 623.3 603.0
R3 618.3 613.0 600.3
R2 608.3 608.3 599.3
R1 602.8 602.8 598.3 600.3
PP 598.0 598.0 598.0 596.8
S1 592.5 592.5 596.5 590.3
S2 587.8 587.8 595.5
S3 577.5 582.3 594.5
S4 567.3 572.3 591.8
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 698.3 679.0 614.5
R3 667.0 647.8 606.0
R2 636.0 636.0 603.0
R1 616.8 616.8 600.3 610.8
PP 605.0 605.0 605.0 602.0
S1 585.5 585.5 594.5 579.8
S2 573.8 573.8 591.8
S3 542.8 554.5 588.8
S4 511.5 523.5 580.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 624.2 593.1 31.1 5.2% 12.0 2.0% 14% False True 146,789
10 624.2 582.8 41.4 6.9% 12.0 2.0% 35% False False 167,441
20 624.2 549.0 75.2 12.6% 12.0 2.0% 64% False False 95,342
40 624.2 544.0 80.2 13.4% 10.8 1.8% 67% False False 47,856
60 624.2 471.2 153.0 25.6% 9.8 1.6% 82% False False 31,939
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 646.8
2.618 630.0
1.618 619.8
1.000 613.5
0.618 609.5
HIGH 603.3
0.618 599.5
0.500 598.3
0.382 597.0
LOW 593.0
0.618 586.8
1.000 583.0
1.618 576.5
2.618 566.5
4.250 549.8
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 598.3 608.8
PP 598.0 605.0
S1 597.8 601.3

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

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