ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 455.6 465.4 9.8 2.2% 464.1
High 469.6 480.7 11.1 2.4% 481.6
Low 448.5 459.2 10.7 2.4% 447.5
Close 467.6 465.6 -2.0 -0.4% 476.4
Range 21.1 21.5 0.4 1.9% 34.1
ATR 19.5 19.6 0.1 0.7% 0.0
Volume 132,357 155,066 22,709 17.2% 720,183
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 533.0 520.8 477.5
R3 511.5 499.3 471.5
R2 490.0 490.0 469.5
R1 477.8 477.8 467.5 484.0
PP 468.5 468.5 468.5 471.5
S1 456.3 456.3 463.8 462.5
S2 447.0 447.0 461.8
S3 425.5 434.8 459.8
S4 404.0 413.3 453.8
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
5 481.6 448.5 33.1 7.1% 21.0 4.5% 52% False False 145,413
10 481.6 424.4 57.2 12.3% 19.3 4.2% 72% False False 139,699
20 481.6 406.1 75.5 16.2% 20.0 4.3% 79% False False 146,700
40 481.6 339.5 142.1 30.5% 18.8 4.0% 89% False False 115,819
60 481.6 339.5 142.1 30.5% 15.3 3.3% 89% False False 77,240
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 True
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 572.0
2.618 537.0
1.618 515.5
1.000 502.3
0.618 494.0
HIGH 480.8
0.618 472.5
0.500 470.0
0.382 467.5
LOW 459.3
0.618 446.0
1.000 437.8
1.618 424.5
2.618 403.0
4.250 367.8
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 470.0 465.3
PP 468.5 465.0
S1 467.0 464.5

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

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