ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 466.9 465.8 -1.1 -0.2% 475.6
High 473.5 481.7 8.2 1.7% 481.7
Low 457.9 461.4 3.5 0.8% 448.5
Close 465.8 478.0 12.2 2.6% 478.0
Range 15.6 20.3 4.7 30.1% 33.2
ATR 19.3 19.4 0.1 0.4% 0.0
Volume 182,103 163,412 -18,691 -10.3% 763,266
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 534.5 526.5 489.3
R3 514.3 506.3 483.5
R2 494.0 494.0 481.8
R1 486.0 486.0 479.8 490.0
PP 473.8 473.8 473.8 475.8
S1 465.8 465.8 476.3 469.8
S2 453.5 453.5 474.3
S3 433.0 445.5 472.5
S4 412.8 425.0 466.8
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 569.0 556.8 496.3
R3 535.8 523.5 487.3
R2 502.5 502.5 484.0
R1 490.3 490.3 481.0 496.5
PP 469.5 469.5 469.5 472.5
S1 457.0 457.0 475.0 463.3
S2 436.3 436.3 472.0
S3 403.0 424.0 468.8
S4 369.8 390.8 459.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 481.7 448.5 33.2 6.9% 20.8 4.3% 89% True False 152,653
10 481.7 447.5 34.2 7.2% 18.3 3.8% 89% True False 148,344
20 481.7 406.1 75.6 15.8% 19.5 4.1% 95% True False 147,862
40 481.7 339.5 142.2 29.7% 19.0 4.0% 97% True False 124,438
60 481.7 339.5 142.2 29.7% 15.8 3.3% 97% True False 82,998
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 False
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 568.0
2.618 534.8
1.618 514.5
1.000 502.0
0.618 494.3
HIGH 481.8
0.618 474.0
0.500 471.5
0.382 469.3
LOW 461.5
0.618 448.8
1.000 441.0
1.618 428.5
2.618 408.3
4.250 375.0
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 475.8 475.3
PP 473.8 472.5
S1 471.5 469.8

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

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