ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 469.1 475.6 6.5 1.4% 464.1
High 481.6 475.6 -6.0 -1.2% 481.6
Low 467.1 450.7 -16.4 -3.5% 447.5
Close 476.4 454.8 -21.6 -4.5% 476.4
Range 14.5 24.9 10.4 71.7% 34.1
ATR 18.9 19.4 0.5 2.6% 0.0
Volume 173,551 130,328 -43,223 -24.9% 720,183
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 535.0 519.8 468.5
R3 510.3 495.0 461.8
R2 485.3 485.3 459.3
R1 470.0 470.0 457.0 465.3
PP 460.3 460.3 460.3 458.0
S1 445.3 445.3 452.5 440.3
S2 435.5 435.5 450.3
S3 410.5 420.3 448.0
S4 385.8 395.3 441.0
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 570.8 557.8 495.3
R3 536.8 523.5 485.8
R2 502.5 502.5 482.8
R1 489.5 489.5 479.5 496.0
PP 468.5 468.5 468.5 471.8
S1 455.5 455.5 473.3 462.0
S2 434.5 434.5 470.3
S3 400.3 421.3 467.0
S4 366.3 387.3 457.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 481.6 447.5 34.1 7.5% 18.3 4.0% 21% False False 142,468
10 481.6 424.4 57.2 12.6% 19.3 4.3% 53% False False 136,639
20 481.6 399.2 82.4 18.1% 20.5 4.5% 67% False False 148,649
40 481.6 339.5 142.1 31.2% 18.5 4.1% 81% False False 108,634
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 2.8
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 581.5
2.618 540.8
1.618 516.0
1.000 500.5
0.618 491.0
HIGH 475.5
0.618 466.0
0.500 463.3
0.382 460.3
LOW 450.8
0.618 435.3
1.000 425.8
1.618 410.5
2.618 385.5
4.250 345.0
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 463.3 466.3
PP 460.3 462.3
S1 457.5 458.5

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

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