ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 473.3 478.6 5.3 1.1% 507.1
High 486.2 482.8 -3.4 -0.7% 507.1
Low 469.2 471.3 2.1 0.4% 469.2
Close 478.0 475.9 -2.1 -0.4% 475.9
Range 17.0 11.5 -5.5 -32.4% 37.9
ATR 18.8 18.3 -0.5 -2.8% 0.0
Volume 164,085 155,809 -8,276 -5.0% 776,889
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 511.3 505.0 482.3
R3 499.8 493.5 479.0
R2 488.3 488.3 478.0
R1 482.0 482.0 477.0 479.3
PP 476.8 476.8 476.8 475.3
S1 470.5 470.5 474.8 467.8
S2 465.3 465.3 473.8
S3 453.8 459.0 472.8
S4 442.3 447.5 469.5
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 597.8 574.8 496.8
R3 559.8 536.8 486.3
R2 522.0 522.0 482.8
R1 499.0 499.0 479.3 491.5
PP 484.0 484.0 484.0 480.3
S1 461.0 461.0 472.5 453.5
S2 446.3 446.3 469.0
S3 408.3 423.3 465.5
S4 370.3 385.3 455.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 507.1 469.2 37.9 8.0% 17.8 3.7% 18% False False 155,377
10 512.5 469.2 43.3 9.1% 17.8 3.7% 15% False False 148,985
20 512.5 448.5 64.0 13.4% 18.3 3.8% 43% False False 151,738
40 512.5 395.6 116.9 24.6% 19.3 4.0% 69% False False 151,560
60 512.5 339.5 173.0 36.4% 18.0 3.8% 79% False False 120,831
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 3.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 531.8
2.618 513.0
1.618 501.5
1.000 494.3
0.618 490.0
HIGH 482.8
0.618 478.5
0.500 477.0
0.382 475.8
LOW 471.3
0.618 464.3
1.000 459.8
1.618 452.8
2.618 441.3
4.250 422.5
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 477.0 483.8
PP 476.8 481.3
S1 476.3 478.5

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

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