ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 603.0 582.8 -20.2 -3.3% 597.6
High 604.5 584.1 -20.4 -3.4% 616.0
Low 581.0 573.4 -7.6 -1.3% 573.4
Close 584.3 578.6 -5.7 -1.0% 578.6
Range 23.5 10.7 -12.8 -54.5% 42.6
ATR 13.4 13.2 -0.2 -1.3% 0.0
Volume 213,769 183,019 -30,750 -14.4% 772,217
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 610.8 605.5 584.5
R3 600.0 594.8 581.5
R2 589.5 589.5 580.5
R1 584.0 584.0 579.5 581.3
PP 578.8 578.8 578.8 577.5
S1 573.3 573.3 577.5 570.8
S2 568.0 568.0 576.8
S3 557.3 562.5 575.8
S4 546.5 552.0 572.8
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 717.3 690.5 602.0
R3 674.5 647.8 590.3
R2 632.0 632.0 586.5
R1 605.3 605.3 582.5 597.3
PP 589.3 589.3 589.3 585.3
S1 562.8 562.8 574.8 554.8
S2 546.8 546.8 570.8
S3 504.3 520.0 567.0
S4 461.5 477.5 555.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 616.0 573.4 42.6 7.4% 16.5 2.9% 12% False True 154,443
10 624.2 573.4 50.8 8.8% 14.3 2.5% 10% False True 150,616
20 624.2 550.7 73.5 12.7% 13.3 2.3% 38% False False 133,391
40 624.2 544.0 80.2 13.9% 12.0 2.1% 43% False False 67,152
60 624.2 471.2 153.0 26.4% 10.5 1.8% 70% False False 44,801
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 3.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 629.5
2.618 612.0
1.618 601.5
1.000 594.8
0.618 590.8
HIGH 584.0
0.618 580.0
0.500 578.8
0.382 577.5
LOW 573.5
0.618 566.8
1.000 562.8
1.618 556.0
2.618 545.5
4.250 528.0
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 578.8 592.8
PP 578.8 588.0
S1 578.8 583.3

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

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