ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 487.0 482.3 -4.7 -1.0% 476.1
High 487.8 486.8 -1.0 -0.2% 505.6
Low 472.9 474.4 1.5 0.3% 470.9
Close 481.8 476.0 -5.8 -1.2% 476.0
Range 14.9 12.4 -2.5 -16.8% 34.7
ATR 18.0 17.6 -0.4 -2.2% 0.0
Volume 144,368 149,958 5,590 3.9% 677,535
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 516.3 508.5 482.8
R3 503.8 496.3 479.5
R2 491.5 491.5 478.3
R1 483.8 483.8 477.3 481.5
PP 479.0 479.0 479.0 478.0
S1 471.3 471.3 474.8 469.0
S2 466.8 466.8 473.8
S3 454.3 459.0 472.5
S4 441.8 446.5 469.3
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 588.3 566.8 495.0
R3 553.5 532.3 485.5
R2 518.8 518.8 482.3
R1 497.5 497.5 479.3 490.8
PP 484.3 484.3 484.3 480.8
S1 462.8 462.8 472.8 456.0
S2 449.5 449.5 469.8
S3 414.8 428.0 466.5
S4 380.0 393.3 457.0
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 7.3% 16.3 3.4% 15% False False 135,507
10 507.1 469.2 37.9 8.0% 17.0 3.6% 18% False False 145,442
20 512.5 461.7 50.8 10.7% 17.0 3.6% 28% False False 147,452
40 512.5 406.1 106.4 22.4% 18.3 3.8% 66% False False 147,657
60 512.5 339.5 173.0 36.3% 18.3 3.9% 79% False False 132,109
80 512.5 339.5 173.0 36.3% 16.0 3.4% 79% False False 99,112
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 539.5
2.618 519.3
1.618 506.8
1.000 499.3
0.618 494.5
HIGH 486.8
0.618 482.0
0.500 480.5
0.382 479.3
LOW 474.5
0.618 466.8
1.000 462.0
1.618 454.3
2.618 442.0
4.250 421.8
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 480.5 489.3
PP 479.0 484.8
S1 477.5 480.5

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

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