ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 612.4 611.6 -0.8 -0.1% 578.3
High 618.8 618.0 -0.8 -0.1% 613.1
Low 609.4 604.1 -5.3 -0.9% 577.2
Close 612.0 609.2 -2.8 -0.5% 612.2
Range 9.4 13.9 4.5 47.9% 35.9
ATR 12.4 12.5 0.1 0.9% 0.0
Volume 103,715 89,474 -14,241 -13.7% 705,415
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 652.3 644.5 616.8
R3 638.3 630.8 613.0
R2 624.3 624.3 611.8
R1 616.8 616.8 610.5 613.5
PP 610.5 610.5 610.5 608.8
S1 602.8 602.8 608.0 599.8
S2 596.5 596.5 606.8
S3 582.8 589.0 605.5
S4 568.8 575.0 601.5
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
5 618.8 596.0 22.8 3.7% 10.0 1.6% 58% False False 122,258
10 618.8 573.4 45.4 7.5% 13.0 2.2% 79% False False 141,278
20 624.2 573.4 50.8 8.3% 12.8 2.1% 70% False False 148,274
40 624.2 546.0 78.2 12.8% 12.0 2.0% 81% False False 89,605
60 624.2 514.5 109.7 18.0% 11.0 1.8% 86% False False 59,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 677.0
2.618 654.5
1.618 640.5
1.000 632.0
0.618 626.5
HIGH 618.0
0.618 612.8
0.500 611.0
0.382 609.5
LOW 604.0
0.618 595.5
1.000 590.3
1.618 581.5
2.618 567.8
4.250 545.0
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 611.0 611.3
PP 610.5 610.5
S1 609.8 609.8

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

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