ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 523.8 531.4 7.6 1.5% 502.1
High 531.6 541.9 10.3 1.9% 541.9
Low 519.6 525.6 6.0 1.2% 499.6
Close 530.6 530.5 -0.1 0.0% 530.5
Range 12.0 16.3 4.3 35.8% 42.3
ATR 17.1 17.0 -0.1 -0.3% 0.0
Volume 120,391 118,034 -2,357 -2.0% 673,548
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 581.5 572.3 539.5
R3 565.3 556.0 535.0
R2 549.0 549.0 533.5
R1 539.8 539.8 532.0 536.3
PP 532.8 532.8 532.8 531.0
S1 523.5 523.5 529.0 520.0
S2 516.3 516.3 527.5
S3 500.0 507.3 526.0
S4 483.8 490.8 521.5
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 651.0 633.0 553.8
R3 608.5 590.8 542.3
R2 566.3 566.3 538.3
R1 548.5 548.5 534.5 557.3
PP 524.0 524.0 524.0 528.5
S1 506.0 506.0 526.5 515.0
S2 481.8 481.8 522.8
S3 439.5 463.8 518.8
S4 397.0 421.5 507.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 541.9 499.6 42.3 8.0% 15.5 2.9% 73% True False 134,709
10 541.9 469.6 72.3 13.6% 16.5 3.1% 84% True False 128,073
20 541.9 469.2 72.7 13.7% 17.0 3.2% 84% True False 137,449
40 541.9 438.8 103.1 19.4% 17.8 3.3% 89% True False 142,290
60 541.9 356.9 185.0 34.9% 18.8 3.5% 94% True False 150,650
80 541.9 339.5 202.4 38.2% 17.0 3.2% 94% True False 113,236
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 4.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 611.3
2.618 584.5
1.618 568.3
1.000 558.3
0.618 552.0
HIGH 542.0
0.618 535.8
0.500 533.8
0.382 531.8
LOW 525.5
0.618 515.5
1.000 509.3
1.618 499.3
2.618 483.0
4.250 456.3
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 533.8 530.0
PP 532.8 529.5
S1 531.5 529.0

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

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