ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 524.7 523.5 -1.2 -0.2% 525.4
High 527.2 523.5 -3.7 -0.7% 535.5
Low 517.7 506.7 -11.0 -2.1% 514.7
Close 524.8 513.1 -11.7 -2.2% 524.8
Range 9.5 16.8 7.3 76.8% 20.8
ATR 15.7 15.8 0.2 1.1% 0.0
Volume 136,545 77,501 -59,044 -43.2% 727,554
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 564.8 555.8 522.3
R3 548.0 539.0 517.8
R2 531.3 531.3 516.3
R1 522.3 522.3 514.8 518.3
PP 514.5 514.5 514.5 512.5
S1 505.3 505.3 511.5 501.5
S2 497.8 497.8 510.0
S3 480.8 488.5 508.5
S4 464.0 471.8 503.8
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 587.5 577.0 536.3
R3 566.5 556.0 530.5
R2 545.8 545.8 528.5
R1 535.3 535.3 526.8 530.3
PP 525.0 525.0 525.0 522.5
S1 514.5 514.5 523.0 509.3
S2 504.3 504.3 521.0
S3 483.5 493.8 519.0
S4 462.5 473.0 513.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 535.5 506.7 28.8 5.6% 13.5 2.6% 22% False True 133,034
10 541.9 506.7 35.2 6.9% 13.5 2.6% 18% False True 134,288
20 541.9 469.6 72.3 14.1% 15.8 3.1% 60% False False 130,668
40 541.9 448.5 93.4 18.2% 17.0 3.3% 69% False False 141,203
60 541.9 395.6 146.3 28.5% 18.0 3.5% 80% False False 144,596
80 541.9 339.5 202.4 39.4% 17.5 3.4% 86% False False 123,290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 595.0
2.618 567.5
1.618 550.8
1.000 540.3
0.618 534.0
HIGH 523.5
0.618 517.0
0.500 515.0
0.382 513.0
LOW 506.8
0.618 496.3
1.000 490.0
1.618 479.5
2.618 462.8
4.250 435.3
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 515.0 520.0
PP 514.5 517.8
S1 513.8 515.5

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

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