ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 606.7 612.4 5.7 0.9% 578.3
High 613.1 618.8 5.7 0.9% 613.1
Low 603.6 609.4 5.8 1.0% 577.2
Close 612.2 612.0 -0.2 0.0% 612.2
Range 9.5 9.4 -0.1 -1.1% 35.9
ATR 12.6 12.4 -0.2 -1.8% 0.0
Volume 148,672 103,715 -44,957 -30.2% 705,415
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 641.5 636.3 617.3
R3 632.3 626.8 614.5
R2 622.8 622.8 613.8
R1 617.5 617.5 612.8 615.5
PP 613.5 613.5 613.5 612.5
S1 608.0 608.0 611.3 606.0
S2 604.0 604.0 610.3
S3 594.5 598.5 609.5
S4 585.3 589.3 606.8
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 708.5 696.3 632.0
R3 672.8 660.3 622.0
R2 636.8 636.8 618.8
R1 624.5 624.5 615.5 630.5
PP 600.8 600.8 600.8 604.0
S1 588.5 588.5 609.0 594.8
S2 565.0 565.0 605.5
S3 529.0 552.8 602.3
S4 493.3 516.8 592.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 618.8 588.3 30.5 5.0% 10.3 1.7% 78% True False 130,170
10 618.8 573.4 45.4 7.4% 12.8 2.1% 85% True False 144,632
20 624.2 573.4 50.8 8.3% 12.5 2.1% 76% False False 153,736
40 624.2 544.0 80.2 13.1% 12.0 2.0% 85% False False 87,369
60 624.2 514.5 109.7 17.9% 10.8 1.8% 89% False False 58,276
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 2.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 658.8
2.618 643.5
1.618 634.0
1.000 628.3
0.618 624.5
HIGH 618.8
0.618 615.3
0.500 614.0
0.382 613.0
LOW 609.5
0.618 603.5
1.000 600.0
1.618 594.3
2.618 584.8
4.250 569.5
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 614.0 611.5
PP 613.5 610.8
S1 612.8 610.3

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

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