ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 526.3 525.3 -1.0 -0.2% 502.1
High 531.5 535.5 4.0 0.8% 541.9
Low 522.5 514.7 -7.8 -1.5% 499.6
Close 526.6 525.2 -1.4 -0.3% 530.5
Range 9.0 20.8 11.8 131.1% 42.3
ATR 16.2 16.5 0.3 2.0% 0.0
Volume 128,841 142,400 13,559 10.5% 673,548
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 587.5 577.3 536.8
R3 566.8 556.3 531.0
R2 546.0 546.0 529.0
R1 535.5 535.5 527.0 530.3
PP 525.3 525.3 525.3 522.5
S1 514.8 514.8 523.3 509.5
S2 504.3 504.3 521.5
S3 483.5 494.0 519.5
S4 462.8 473.3 513.8
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
5 541.9 514.7 27.2 5.2% 14.0 2.7% 39% False True 129,910
10 541.9 479.5 62.4 11.9% 15.3 2.9% 73% False False 137,713
20 541.9 469.2 72.7 13.8% 16.8 3.2% 77% False False 134,666
40 541.9 447.5 94.4 18.0% 17.3 3.3% 82% False False 142,904
60 541.9 380.7 161.2 30.7% 18.5 3.5% 90% False False 150,039
80 541.9 339.5 202.4 38.5% 17.3 3.3% 92% False False 118,367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.7
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 624.0
2.618 590.0
1.618 569.3
1.000 556.3
0.618 548.3
HIGH 535.5
0.618 527.5
0.500 525.0
0.382 522.8
LOW 514.8
0.618 501.8
1.000 494.0
1.618 481.0
2.618 460.3
4.250 426.3
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 525.3 525.3
PP 525.3 525.3
S1 525.0 525.0

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

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