ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 492.9 490.9 -2.0 -0.4% 507.1
High 498.2 505.6 7.4 1.5% 507.1
Low 486.7 487.0 0.3 0.1% 469.2
Close 491.6 487.9 -3.7 -0.8% 475.9
Range 11.5 18.6 7.1 61.7% 37.9
ATR 18.1 18.2 0.0 0.2% 0.0
Volume 127,228 117,057 -10,171 -8.0% 776,889
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 549.3 537.3 498.3
R3 530.8 518.5 493.0
R2 512.0 512.0 491.3
R1 500.0 500.0 489.5 496.8
PP 493.5 493.5 493.5 492.0
S1 481.5 481.5 486.3 478.3
S2 475.0 475.0 484.5
S3 456.3 462.8 482.8
S4 437.8 444.3 477.8
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
5 505.6 469.2 36.4 7.5% 16.5 3.4% 51% True False 140,620
10 512.5 469.2 43.3 8.9% 18.5 3.8% 43% False False 148,273
20 512.5 457.9 54.6 11.2% 17.5 3.6% 55% False False 150,011
40 512.5 406.1 106.4 21.8% 18.8 3.8% 77% False False 148,356
60 512.5 339.5 173.0 35.5% 18.3 3.8% 86% False False 127,216
80 512.5 339.5 173.0 35.5% 15.8 3.2% 86% False False 95,433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 584.8
2.618 554.3
1.618 535.8
1.000 524.3
0.618 517.0
HIGH 505.5
0.618 498.5
0.500 496.3
0.382 494.0
LOW 487.0
0.618 475.5
1.000 468.5
1.618 457.0
2.618 438.3
4.250 408.0
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 496.3 488.3
PP 493.5 488.3
S1 490.8 488.0

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

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