ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 502.1 517.6 15.5 3.1% 476.0
High 522.5 528.9 6.4 1.2% 503.9
Low 499.6 515.0 15.4 3.1% 469.6
Close 517.6 526.2 8.6 1.7% 501.3
Range 22.9 13.9 -9.0 -39.3% 34.3
ATR 18.2 17.9 -0.3 -1.7% 0.0
Volume 135,714 144,245 8,531 6.3% 457,230
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 565.0 559.5 533.8
R3 551.3 545.8 530.0
R2 537.3 537.3 528.8
R1 531.8 531.8 527.5 534.5
PP 523.3 523.3 523.3 524.8
S1 517.8 517.8 525.0 520.5
S2 509.5 509.5 523.8
S3 495.5 504.0 522.5
S4 481.8 490.0 518.5
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
5 528.9 479.5 49.4 9.4% 16.5 3.1% 95% True False 147,105
10 528.9 469.6 59.3 11.3% 17.0 3.2% 95% True False 127,580
20 528.9 469.2 59.7 11.3% 17.5 3.3% 95% True False 138,962
40 528.9 424.4 104.5 19.9% 18.3 3.5% 97% True False 142,139
60 528.9 339.5 189.4 36.0% 18.8 3.6% 99% True False 144,344
80 528.9 339.5 189.4 36.0% 17.0 3.2% 99% True False 108,317
Crabel Price Patterns
NR True
NR4 True
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 3.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 588.0
2.618 565.3
1.618 551.5
1.000 542.8
0.618 537.5
HIGH 529.0
0.618 523.5
0.500 522.0
0.382 520.3
LOW 515.0
0.618 506.5
1.000 501.0
1.618 492.5
2.618 478.5
4.250 456.0
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 524.8 520.5
PP 523.3 514.8
S1 522.0 508.8

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

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