ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 489.0 490.0 1.0 0.2% 476.0
High 496.1 503.9 7.8 1.6% 503.9
Low 479.5 488.8 9.3 1.9% 469.6
Close 490.0 501.3 11.3 2.3% 501.3
Range 16.6 15.1 -1.5 -9.0% 34.3
ATR 18.0 17.8 -0.2 -1.2% 0.0
Volume 134,030 158,430 24,400 18.2% 457,230
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 543.3 537.5 509.5
R3 528.3 522.3 505.5
R2 513.0 513.0 504.0
R1 507.3 507.3 502.8 510.3
PP 498.0 498.0 498.0 499.5
S1 492.0 492.0 500.0 495.0
S2 483.0 483.0 498.5
S3 467.8 477.0 497.3
S4 452.8 462.0 493.0
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 594.5 582.3 520.3
R3 560.3 548.0 510.8
R2 526.0 526.0 507.5
R1 513.5 513.5 504.5 519.8
PP 491.5 491.5 491.5 494.8
S1 479.3 479.3 498.3 485.5
S2 457.3 457.3 495.0
S3 423.0 445.0 491.8
S4 388.8 410.8 482.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 503.9 469.6 34.3 6.8% 17.8 3.5% 92% True False 121,437
10 505.6 469.6 36.0 7.2% 16.8 3.4% 88% False False 129,057
20 512.5 469.2 43.3 8.6% 17.3 3.4% 74% False False 139,850
40 512.5 424.4 88.1 17.6% 18.3 3.7% 87% False False 143,564
60 512.5 339.5 173.0 34.5% 18.5 3.7% 94% False False 139,721
80 512.5 339.5 173.0 34.5% 16.8 3.3% 94% False False 104,822
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 4.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 568.0
2.618 543.5
1.618 528.3
1.000 519.0
0.618 513.3
HIGH 504.0
0.618 498.3
0.500 496.3
0.382 494.5
LOW 488.8
0.618 479.5
1.000 473.8
1.618 464.3
2.618 449.3
4.250 424.5
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 499.8 498.0
PP 498.0 495.0
S1 496.3 491.8

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

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