ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 465.4 466.9 1.5 0.3% 464.1
High 480.7 473.5 -7.2 -1.5% 481.6
Low 459.2 457.9 -1.3 -0.3% 447.5
Close 465.6 465.8 0.2 0.0% 476.4
Range 21.5 15.6 -5.9 -27.4% 34.1
ATR 19.6 19.3 -0.3 -1.5% 0.0
Volume 155,066 182,103 27,037 17.4% 720,183
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 512.5 504.8 474.5
R3 497.0 489.3 470.0
R2 481.3 481.3 468.8
R1 473.5 473.5 467.3 469.8
PP 465.8 465.8 465.8 463.8
S1 458.0 458.0 464.3 454.0
S2 450.3 450.3 463.0
S3 434.5 442.3 461.5
S4 419.0 426.8 457.3
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% 19.5 4.2% 52% False False 154,681
10 481.6 438.8 42.8 9.2% 19.3 4.1% 63% False False 144,840
20 481.6 406.1 75.5 16.2% 19.5 4.2% 79% False False 149,087
40 481.6 339.5 142.1 30.5% 18.8 4.0% 89% False False 120,354
60 481.6 339.5 142.1 30.5% 15.5 3.3% 89% False False 80,275
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 539.8
2.618 514.3
1.618 498.8
1.000 489.0
0.618 483.3
HIGH 473.5
0.618 467.5
0.500 465.8
0.382 463.8
LOW 458.0
0.618 448.3
1.000 442.3
1.618 432.8
2.618 417.0
4.250 391.5
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 465.8 465.5
PP 465.8 465.0
S1 465.8 464.5

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

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