ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 478.6 476.1 -2.5 -0.5% 507.1
High 482.8 494.6 11.8 2.4% 507.1
Low 471.3 470.9 -0.4 -0.1% 469.2
Close 475.9 492.4 16.5 3.5% 475.9
Range 11.5 23.7 12.2 106.1% 37.9
ATR 18.3 18.7 0.4 2.1% 0.0
Volume 155,809 138,924 -16,885 -10.8% 776,889
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 557.0 548.5 505.5
R3 533.3 524.8 499.0
R2 509.8 509.8 496.8
R1 501.0 501.0 494.5 505.3
PP 486.0 486.0 486.0 488.0
S1 477.3 477.3 490.3 481.8
S2 462.3 462.3 488.0
S3 438.5 453.8 486.0
S4 414.8 430.0 479.3
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 7.7% 20.3 4.1% 61% False False 146,278
10 512.5 469.2 43.3 8.8% 18.3 3.7% 54% False False 150,344
20 512.5 448.5 64.0 13.0% 18.3 3.7% 69% False False 152,168
40 512.5 399.2 113.3 23.0% 19.3 3.9% 82% False False 150,409
60 512.5 339.5 173.0 35.1% 18.3 3.7% 88% False False 123,146
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 595.3
2.618 556.8
1.618 533.0
1.000 518.3
0.618 509.3
HIGH 494.5
0.618 485.5
0.500 482.8
0.382 480.0
LOW 471.0
0.618 456.3
1.000 447.3
1.618 432.5
2.618 408.8
4.250 370.3
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 489.3 489.0
PP 486.0 485.5
S1 482.8 482.0

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

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