ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 504.2 502.4 -1.8 -0.4% 476.9
High 505.2 510.5 5.3 1.0% 501.1
Low 494.6 493.4 -1.2 -0.2% 461.7
Close 502.9 504.7 1.8 0.4% 485.9
Range 10.6 17.1 6.5 61.3% 39.4
ATR 18.1 18.0 -0.1 -0.4% 0.0
Volume 134,231 130,768 -3,463 -2.6% 781,652
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 554.3 546.5 514.0
R3 537.0 529.5 509.5
R2 520.0 520.0 507.8
R1 512.3 512.3 506.3 516.3
PP 502.8 502.8 502.8 504.8
S1 495.3 495.3 503.3 499.0
S2 485.8 485.8 501.5
S3 468.8 478.3 500.0
S4 451.5 461.0 495.3
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
5 510.5 481.5 29.0 5.7% 15.0 3.0% 80% True False 145,339
10 510.5 457.9 52.6 10.4% 16.5 3.3% 89% True False 151,749
20 510.5 424.4 86.1 17.1% 18.0 3.6% 93% True False 145,724
40 510.5 356.9 153.6 30.4% 19.3 3.8% 96% True False 153,609
60 510.5 339.5 171.0 33.9% 17.0 3.4% 97% True False 102,518
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 583.3
2.618 555.3
1.618 538.3
1.000 527.5
0.618 521.0
HIGH 510.5
0.618 504.0
0.500 502.0
0.382 500.0
LOW 493.5
0.618 482.8
1.000 476.3
1.618 465.8
2.618 448.8
4.250 420.8
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 503.8 502.5
PP 502.8 500.5
S1 502.0 498.5

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

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