ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 598.3 597.6 -0.7 -0.1% 613.9
High 603.3 614.3 11.0 1.8% 624.2
Low 593.1 593.6 0.5 0.1% 593.1
Close 597.4 610.8 13.4 2.2% 597.4
Range 10.2 20.7 10.5 102.9% 31.1
ATR 11.8 12.4 0.6 5.4% 0.0
Volume 190,191 135,024 -55,167 -29.0% 733,948
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 668.3 660.3 622.3
R3 647.8 639.5 616.5
R2 627.0 627.0 614.5
R1 618.8 618.8 612.8 623.0
PP 606.3 606.3 606.3 608.3
S1 598.3 598.3 609.0 602.3
S2 585.5 585.5 607.0
S3 564.8 577.5 605.0
S4 544.3 556.8 599.5
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 5.1% 14.5 2.4% 57% False False 144,641
10 624.2 592.3 31.9 5.2% 12.5 2.0% 58% False False 162,839
20 624.2 549.0 75.2 12.3% 12.5 2.0% 82% False False 102,050
40 624.2 544.0 80.2 13.1% 11.3 1.8% 83% False False 51,231
60 624.2 471.2 153.0 25.0% 10.0 1.6% 91% False False 34,189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 702.3
2.618 668.5
1.618 647.8
1.000 635.0
0.618 627.0
HIGH 614.3
0.618 606.5
0.500 604.0
0.382 601.5
LOW 593.5
0.618 580.8
1.000 573.0
1.618 560.0
2.618 539.5
4.250 505.5
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 608.5 608.8
PP 606.3 607.0
S1 604.0 605.0

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

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