ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 504.1 496.8 -7.3 -1.4% 486.4
High 512.5 510.8 -1.7 -0.3% 512.5
Low 487.3 494.8 7.5 1.5% 486.4
Close 493.8 508.4 14.6 3.0% 508.4
Range 25.2 16.0 -9.2 -36.5% 26.1
ATR 18.5 18.4 -0.1 -0.6% 0.0
Volume 158,849 163,786 4,937 3.1% 712,965
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 552.8 546.5 517.3
R3 536.8 530.5 512.8
R2 520.8 520.8 511.3
R1 514.5 514.5 509.8 517.5
PP 504.8 504.8 504.8 506.3
S1 498.5 498.5 507.0 501.5
S2 488.8 488.8 505.5
S3 472.8 482.5 504.0
S4 456.8 466.5 499.5
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 580.8 570.8 522.8
R3 554.8 544.5 515.5
R2 528.5 528.5 513.3
R1 518.5 518.5 510.8 523.5
PP 502.5 502.5 502.5 505.0
S1 492.3 492.3 506.0 497.5
S2 476.3 476.3 503.5
S3 450.3 466.3 501.3
S4 424.3 440.3 494.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 512.5 486.4 26.1 5.1% 17.5 3.5% 84% False False 142,593
10 512.5 461.7 50.8 10.0% 17.3 3.4% 92% False False 149,461
20 512.5 447.5 65.0 12.8% 17.8 3.5% 94% False False 148,903
40 512.5 380.7 131.8 25.9% 19.3 3.8% 97% False False 159,884
60 512.5 339.5 173.0 34.0% 17.3 3.4% 98% False False 107,886
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 3.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 578.8
2.618 552.8
1.618 536.8
1.000 526.8
0.618 520.8
HIGH 510.8
0.618 504.8
0.500 502.8
0.382 501.0
LOW 494.8
0.618 485.0
1.000 478.8
1.618 469.0
2.618 453.0
4.250 426.8
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 506.5 505.5
PP 504.8 502.8
S1 502.8 500.0

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

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