ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 524.7 523.8 -0.9 -0.2% 476.0
High 528.5 531.6 3.1 0.6% 503.9
Low 516.1 519.6 3.5 0.7% 469.6
Close 524.3 530.6 6.3 1.2% 501.3
Range 12.4 12.0 -0.4 -3.2% 34.3
ATR 17.5 17.1 -0.4 -2.2% 0.0
Volume 155,164 120,391 -34,773 -22.4% 457,230
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 563.3 559.0 537.3
R3 551.3 547.0 534.0
R2 539.3 539.3 532.8
R1 535.0 535.0 531.8 537.0
PP 527.3 527.3 527.3 528.3
S1 523.0 523.0 529.5 525.0
S2 515.3 515.3 528.5
S3 503.3 511.0 527.3
S4 491.3 499.0 524.0
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
5 531.6 488.8 42.8 8.1% 15.3 2.9% 98% True False 142,788
10 531.6 469.6 62.0 11.7% 16.5 3.1% 98% True False 130,707
20 531.6 469.2 62.4 11.8% 17.5 3.3% 98% True False 139,490
40 531.6 424.4 107.2 20.2% 17.8 3.3% 99% True False 142,607
60 531.6 356.9 174.7 32.9% 18.8 3.5% 99% True False 148,903
80 531.6 339.5 192.1 36.2% 17.3 3.2% 99% True False 111,761
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 582.5
2.618 563.0
1.618 551.0
1.000 543.5
0.618 539.0
HIGH 531.5
0.618 527.0
0.500 525.5
0.382 524.3
LOW 519.5
0.618 512.3
1.000 507.5
1.618 500.3
2.618 488.3
4.250 468.5
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 529.0 528.3
PP 527.3 525.8
S1 525.5 523.3

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

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