ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 482.3 476.0 -6.3 -1.3% 476.1
High 486.8 500.4 13.6 2.8% 505.6
Low 474.4 469.6 -4.8 -1.0% 470.9
Close 476.0 498.2 22.2 4.7% 476.0
Range 12.4 30.8 18.4 148.4% 34.7
ATR 17.6 18.5 0.9 5.4% 0.0
Volume 149,958 1,664 -148,294 -98.9% 677,535
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 581.8 570.8 515.3
R3 551.0 540.0 506.8
R2 520.3 520.3 503.8
R1 509.3 509.3 501.0 514.8
PP 489.5 489.5 489.5 492.3
S1 478.5 478.5 495.5 484.0
S2 458.5 458.5 492.5
S3 427.8 447.5 489.8
S4 397.0 416.8 481.3
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
5 505.6 469.6 36.0 7.2% 17.8 3.5% 79% False True 108,055
10 507.1 469.2 37.9 7.6% 19.0 3.8% 77% False False 127,166
20 512.5 461.7 50.8 10.2% 18.0 3.6% 72% False False 139,445
40 512.5 406.1 106.4 21.4% 18.8 3.7% 87% False False 143,056
60 512.5 339.5 173.0 34.7% 18.8 3.7% 92% False False 132,137
80 512.5 339.5 173.0 34.7% 16.3 3.3% 92% False False 99,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 631.3
2.618 581.0
1.618 550.3
1.000 531.3
0.618 519.5
HIGH 500.5
0.618 488.8
0.500 485.0
0.382 481.3
LOW 469.5
0.618 450.5
1.000 438.8
1.618 419.8
2.618 389.0
4.250 338.8
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 493.8 493.8
PP 489.5 489.5
S1 485.0 485.0

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

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