ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 486.4 504.2 17.8 3.7% 476.9
High 505.6 505.2 -0.4 -0.1% 501.1
Low 486.4 494.6 8.2 1.7% 461.7
Close 503.8 502.9 -0.9 -0.2% 485.9
Range 19.2 10.6 -8.6 -44.8% 39.4
ATR 18.7 18.1 -0.6 -3.1% 0.0
Volume 125,331 134,231 8,900 7.1% 781,652
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 532.8 528.5 508.8
R3 522.0 517.8 505.8
R2 511.5 511.5 504.8
R1 507.3 507.3 503.8 504.0
PP 501.0 501.0 501.0 499.3
S1 496.5 496.5 502.0 493.5
S2 490.3 490.3 501.0
S3 479.8 486.0 500.0
S4 469.0 475.5 497.0
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
5 505.6 469.0 36.6 7.3% 16.8 3.3% 93% False False 146,922
10 505.6 457.9 47.7 9.5% 17.0 3.4% 94% False False 154,179
20 505.6 424.4 81.2 16.1% 18.0 3.6% 97% False False 145,664
40 505.6 339.5 166.1 33.0% 19.3 3.8% 98% False False 150,372
60 505.6 339.5 166.1 33.0% 17.0 3.4% 98% False False 100,339
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 550.3
2.618 533.0
1.618 522.3
1.000 515.8
0.618 511.8
HIGH 505.3
0.618 501.3
0.500 500.0
0.382 498.8
LOW 494.5
0.618 488.0
1.000 484.0
1.618 477.5
2.618 466.8
4.250 449.5
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 502.0 500.0
PP 501.0 497.0
S1 500.0 494.0

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

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