ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 476.0 498.2 22.2 4.7% 476.1
High 500.4 502.2 1.8 0.4% 505.6
Low 469.6 488.7 19.1 4.1% 470.9
Close 498.2 489.9 -8.3 -1.7% 476.0
Range 30.8 13.5 -17.3 -56.2% 34.7
ATR 18.5 18.1 -0.4 -1.9% 0.0
Volume 1,664 163,106 161,442 9,702.0% 677,535
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 534.0 525.5 497.3
R3 520.5 512.0 493.5
R2 507.0 507.0 492.5
R1 498.5 498.5 491.3 496.0
PP 493.5 493.5 493.5 492.5
S1 485.0 485.0 488.8 482.5
S2 480.0 480.0 487.5
S3 466.5 471.5 486.3
S4 453.0 458.0 482.5
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 7.3% 18.0 3.7% 56% False False 115,230
10 505.6 469.2 36.4 7.4% 18.3 3.7% 57% False False 131,620
20 512.5 469.0 43.5 8.9% 17.8 3.6% 48% False False 140,360
40 512.5 409.7 102.8 21.0% 18.5 3.8% 78% False False 143,706
60 512.5 339.5 173.0 35.3% 18.8 3.8% 87% False False 134,853
80 512.5 339.5 173.0 35.3% 16.5 3.4% 87% False False 101,171
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 4.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 559.5
2.618 537.5
1.618 524.0
1.000 515.8
0.618 510.5
HIGH 502.3
0.618 497.0
0.500 495.5
0.382 493.8
LOW 488.8
0.618 480.3
1.000 475.3
1.618 466.8
2.618 453.3
4.250 431.3
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 495.5 488.5
PP 493.5 487.3
S1 491.8 486.0

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

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