ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 582.8 578.3 -4.5 -0.8% 597.6
High 584.1 591.0 6.9 1.2% 616.0
Low 573.4 577.2 3.8 0.7% 573.4
Close 578.6 589.0 10.4 1.8% 578.6
Range 10.7 13.8 3.1 29.0% 42.6
ATR 13.2 13.3 0.0 0.3% 0.0
Volume 183,019 158,279 -24,740 -13.5% 772,217
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 627.3 621.8 596.5
R3 613.3 608.0 592.8
R2 599.5 599.5 591.5
R1 594.3 594.3 590.3 597.0
PP 585.8 585.8 585.8 587.0
S1 580.5 580.5 587.8 583.0
S2 572.0 572.0 586.5
S3 558.3 566.8 585.3
S4 544.3 552.8 581.5
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 7.2% 15.3 2.6% 37% False False 159,094
10 624.2 573.4 50.8 8.6% 14.8 2.5% 31% False False 151,868
20 624.2 567.5 56.7 9.6% 13.0 2.2% 38% False False 141,124
40 624.2 544.0 80.2 13.6% 11.8 2.0% 56% False False 71,103
60 624.2 471.2 153.0 26.0% 10.5 1.8% 77% False False 47,439
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 3.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 649.8
2.618 627.3
1.618 613.3
1.000 604.8
0.618 599.5
HIGH 591.0
0.618 585.8
0.500 584.0
0.382 582.5
LOW 577.3
0.618 568.8
1.000 563.5
1.618 554.8
2.618 541.0
4.250 518.5
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 587.3 589.0
PP 585.8 589.0
S1 584.0 589.0

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

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