ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 483.2 486.4 3.2 0.7% 476.9
High 491.6 505.6 14.0 2.8% 501.1
Low 482.5 486.4 3.9 0.8% 461.7
Close 485.9 503.8 17.9 3.7% 485.9
Range 9.1 19.2 10.1 111.0% 39.4
ATR 18.6 18.7 0.1 0.4% 0.0
Volume 172,392 125,331 -47,061 -27.3% 781,652
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 556.3 549.3 514.3
R3 537.0 530.0 509.0
R2 517.8 517.8 507.3
R1 510.8 510.8 505.5 514.3
PP 498.5 498.5 498.5 500.3
S1 491.5 491.5 502.0 495.0
S2 479.5 479.5 500.3
S3 460.3 472.5 498.5
S4 441.0 453.3 493.3
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
5 505.6 461.7 43.9 8.7% 18.0 3.6% 96% True False 149,036
10 505.6 448.5 57.1 11.3% 18.0 3.6% 97% True False 153,992
20 505.6 424.4 81.2 16.1% 18.8 3.7% 98% True False 145,315
40 505.6 339.5 166.1 33.0% 19.3 3.8% 99% True False 147,035
60 505.6 339.5 166.1 33.0% 17.0 3.4% 99% True False 98,102
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 4.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 587.3
2.618 555.8
1.618 536.8
1.000 524.8
0.618 517.5
HIGH 505.5
0.618 498.3
0.500 496.0
0.382 493.8
LOW 486.5
0.618 474.5
1.000 467.3
1.618 455.3
2.618 436.3
4.250 404.8
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 501.3 500.5
PP 498.5 497.0
S1 496.0 493.5

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

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