ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 488.6 483.2 -5.4 -1.1% 476.9
High 501.1 491.6 -9.5 -1.9% 501.1
Low 481.5 482.5 1.0 0.2% 461.7
Close 486.7 485.9 -0.8 -0.2% 485.9
Range 19.6 9.1 -10.5 -53.6% 39.4
ATR 19.3 18.6 -0.7 -3.8% 0.0
Volume 163,973 172,392 8,419 5.1% 781,652
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 514.0 509.0 491.0
R3 504.8 500.0 488.5
R2 495.8 495.8 487.5
R1 490.8 490.8 486.8 493.3
PP 486.8 486.8 486.8 488.0
S1 481.8 481.8 485.0 484.3
S2 477.5 477.5 484.3
S3 468.5 472.8 483.5
S4 459.3 463.5 481.0
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 601.0 583.0 507.5
R3 561.8 543.5 496.8
R2 522.3 522.3 493.0
R1 504.0 504.0 489.5 513.3
PP 483.0 483.0 483.0 487.5
S1 464.8 464.8 482.3 473.8
S2 443.5 443.5 478.8
S3 404.0 425.3 475.0
S4 364.8 386.0 464.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 501.1 461.7 39.4 8.1% 16.8 3.4% 61% False False 156,330
10 501.1 448.5 52.6 10.8% 18.8 3.8% 71% False False 154,491
20 501.1 424.4 76.7 15.8% 18.5 3.8% 80% False False 148,479
40 501.1 339.5 161.6 33.3% 19.3 4.0% 91% False False 143,944
60 501.1 339.5 161.6 33.3% 16.5 3.4% 91% False False 96,013
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 530.3
2.618 515.5
1.618 506.3
1.000 500.8
0.618 497.3
HIGH 491.5
0.618 488.0
0.500 487.0
0.382 486.0
LOW 482.5
0.618 477.0
1.000 473.5
1.618 467.8
2.618 458.8
4.250 443.8
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 487.0 485.5
PP 486.8 485.3
S1 486.3 485.0

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

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