ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 476.9 467.9 -9.0 -1.9% 475.6
High 476.9 478.8 1.9 0.4% 481.7
Low 464.8 461.7 -3.1 -0.7% 448.5
Close 470.8 470.9 0.1 0.0% 478.0
Range 12.1 17.1 5.0 41.3% 33.2
ATR 19.0 18.8 -0.1 -0.7% 0.0
Volume 161,803 144,801 -17,002 -10.5% 763,266
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 521.8 513.5 480.3
R3 504.8 496.3 475.5
R2 487.5 487.5 474.0
R1 479.3 479.3 472.5 483.5
PP 470.5 470.5 470.5 472.5
S1 462.3 462.3 469.3 466.3
S2 453.3 453.3 467.8
S3 436.3 445.0 466.3
S4 419.3 428.0 461.5
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
5 481.7 457.9 23.8 5.1% 17.3 3.7% 55% False False 161,437
10 481.7 447.5 34.2 7.3% 18.3 3.9% 68% False False 153,182
20 481.7 409.7 72.0 15.3% 19.0 4.0% 85% False False 147,052
40 481.7 339.5 142.2 30.2% 19.0 4.0% 92% False False 132,099
60 481.7 339.5 142.2 30.2% 16.0 3.4% 92% False False 88,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 551.5
2.618 523.5
1.618 506.5
1.000 496.0
0.618 489.3
HIGH 478.8
0.618 472.3
0.500 470.3
0.382 468.3
LOW 461.8
0.618 451.3
1.000 444.5
1.618 434.0
2.618 417.0
4.250 389.0
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 470.8 471.5
PP 470.5 471.3
S1 470.3 471.0

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

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