ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 490.0 502.1 12.1 2.5% 476.0
High 503.9 522.5 18.6 3.7% 503.9
Low 488.8 499.6 10.8 2.2% 469.6
Close 501.3 517.6 16.3 3.3% 501.3
Range 15.1 22.9 7.8 51.7% 34.3
ATR 17.8 18.2 0.4 2.0% 0.0
Volume 158,430 135,714 -22,716 -14.3% 457,230
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 582.0 572.8 530.3
R3 559.0 549.8 524.0
R2 536.3 536.3 521.8
R1 526.8 526.8 519.8 531.5
PP 513.3 513.3 513.3 515.5
S1 504.0 504.0 515.5 508.5
S2 490.3 490.3 513.5
S3 467.5 481.0 511.3
S4 444.5 458.3 505.0
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
5 522.5 469.6 52.9 10.2% 19.8 3.8% 91% True False 118,588
10 522.5 469.6 52.9 10.2% 18.0 3.5% 91% True False 127,047
20 522.5 469.2 53.3 10.3% 17.8 3.4% 91% True False 138,016
40 522.5 424.4 98.1 19.0% 18.3 3.5% 95% True False 143,247
60 522.5 339.5 183.0 35.4% 18.8 3.6% 97% True False 141,968
80 522.5 339.5 183.0 35.4% 17.0 3.3% 97% True False 106,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 619.8
2.618 582.5
1.618 559.5
1.000 545.5
0.618 536.8
HIGH 522.5
0.618 513.8
0.500 511.0
0.382 508.3
LOW 499.5
0.618 485.5
1.000 476.8
1.618 462.5
2.618 439.8
4.250 402.3
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 515.5 512.0
PP 513.3 506.5
S1 511.0 501.0

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

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