ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 525.3 525.3 0.0 0.0% 502.1
High 535.5 533.5 -2.0 -0.4% 541.9
Low 514.7 521.9 7.2 1.4% 499.6
Close 525.2 523.8 -1.4 -0.3% 530.5
Range 20.8 11.6 -9.2 -44.2% 42.3
ATR 16.5 16.1 -0.3 -2.1% 0.0
Volume 142,400 179,884 37,484 26.3% 673,548
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 561.3 554.0 530.3
R3 549.5 542.5 527.0
R2 538.0 538.0 526.0
R1 531.0 531.0 524.8 528.8
PP 526.5 526.5 526.5 525.3
S1 519.3 519.3 522.8 517.0
S2 514.8 514.8 521.8
S3 503.3 507.8 520.5
S4 491.5 496.0 517.5
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
5 541.9 514.7 27.2 5.2% 14.0 2.7% 33% False False 141,808
10 541.9 488.8 53.1 10.1% 14.8 2.8% 66% False False 142,298
20 541.9 469.2 72.7 13.9% 15.8 3.0% 75% False False 135,960
40 541.9 448.5 93.4 17.8% 17.3 3.3% 81% False False 143,585
60 541.9 395.6 146.3 27.9% 18.3 3.5% 88% False False 148,981
80 541.9 339.5 202.4 38.6% 17.3 3.3% 91% False False 120,616
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 582.8
2.618 563.8
1.618 552.3
1.000 545.0
0.618 540.8
HIGH 533.5
0.618 529.0
0.500 527.8
0.382 526.3
LOW 522.0
0.618 514.8
1.000 510.3
1.618 503.3
2.618 491.5
4.250 472.5
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 527.8 525.0
PP 526.5 524.8
S1 525.0 524.3

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

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