ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 490.9 487.0 -3.9 -0.8% 507.1
High 505.6 487.8 -17.8 -3.5% 507.1
Low 487.0 472.9 -14.1 -2.9% 469.2
Close 487.9 481.8 -6.1 -1.3% 475.9
Range 18.6 14.9 -3.7 -19.9% 37.9
ATR 18.2 18.0 -0.2 -1.2% 0.0
Volume 117,057 144,368 27,311 23.3% 776,889
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 525.5 518.5 490.0
R3 510.8 503.8 486.0
R2 495.8 495.8 484.5
R1 488.8 488.8 483.3 484.8
PP 480.8 480.8 480.8 478.8
S1 473.8 473.8 480.5 470.0
S2 466.0 466.0 479.0
S3 451.0 459.0 477.8
S4 436.3 444.0 473.5
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
5 505.6 470.9 34.7 7.2% 16.0 3.3% 31% False False 136,677
10 510.8 469.2 41.6 8.6% 17.3 3.6% 30% False False 146,825
20 512.5 461.4 51.1 10.6% 17.5 3.6% 40% False False 148,124
40 512.5 406.1 106.4 22.1% 18.5 3.8% 71% False False 148,605
60 512.5 339.5 173.0 35.9% 18.3 3.8% 82% False False 129,611
80 512.5 339.5 173.0 35.9% 16.0 3.3% 82% False False 97,237
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 551.0
2.618 526.8
1.618 512.0
1.000 502.8
0.618 497.0
HIGH 487.8
0.618 482.0
0.500 480.3
0.382 478.5
LOW 473.0
0.618 463.8
1.000 458.0
1.618 448.8
2.618 434.0
4.250 409.5
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 481.3 489.3
PP 480.8 486.8
S1 480.3 484.3

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

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