ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 427.5 449.7 22.2 5.2% 427.2
High 454.2 457.6 3.4 0.7% 457.6
Low 426.7 442.0 15.3 3.6% 406.1
Close 450.2 456.4 6.2 1.4% 456.4
Range 27.5 15.6 -11.9 -43.3% 51.5
ATR 19.6 19.3 -0.3 -1.5% 0.0
Volume 148,368 188,599 40,231 27.1% 772,232
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 498.8 493.3 465.0
R3 483.3 477.5 460.8
R2 467.5 467.5 459.3
R1 462.0 462.0 457.8 464.8
PP 452.0 452.0 452.0 453.5
S1 446.5 446.5 455.0 449.3
S2 436.5 436.5 453.5
S3 420.8 430.8 452.0
S4 405.3 415.3 447.8
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 594.5 577.0 484.8
R3 543.0 525.5 470.5
R2 491.5 491.5 465.8
R1 474.0 474.0 461.0 482.8
PP 440.0 440.0 440.0 444.5
S1 422.5 422.5 451.8 431.3
S2 388.5 388.5 447.0
S3 337.0 371.0 442.3
S4 285.5 319.5 428.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 457.6 406.1 51.5 11.3% 20.5 4.5% 98% True False 154,446
10 457.6 399.2 58.4 12.8% 21.5 4.7% 98% True False 160,659
20 457.6 339.5 118.1 25.9% 19.8 4.3% 99% True False 148,754
40 468.5 339.5 129.0 28.3% 16.0 3.5% 91% False False 74,495
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.1
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 524.0
2.618 498.5
1.618 482.8
1.000 473.3
0.618 467.3
HIGH 457.5
0.618 451.8
0.500 449.8
0.382 448.0
LOW 442.0
0.618 432.3
1.000 426.5
1.618 416.8
2.618 401.3
4.250 375.8
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 454.3 448.8
PP 452.0 441.3
S1 449.8 433.8

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

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