ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 523.5 512.7 -10.8 -2.1% 525.4
High 523.5 517.5 -6.0 -1.1% 535.5
Low 506.7 502.1 -4.6 -0.9% 514.7
Close 513.1 504.4 -8.7 -1.7% 524.8
Range 16.8 15.4 -1.4 -8.3% 20.8
ATR 15.8 15.8 0.0 -0.2% 0.0
Volume 77,501 92,063 14,562 18.8% 727,554
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 554.3 544.8 512.8
R3 538.8 529.3 508.8
R2 523.5 523.5 507.3
R1 514.0 514.0 505.8 511.0
PP 508.0 508.0 508.0 506.5
S1 498.5 498.5 503.0 495.5
S2 492.5 492.5 501.5
S3 477.3 483.0 500.3
S4 461.8 467.8 496.0
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
5 535.5 502.1 33.4 6.6% 14.8 2.9% 7% False True 125,678
10 541.9 502.1 39.8 7.9% 13.8 2.7% 6% False True 129,070
20 541.9 469.6 72.3 14.3% 15.3 3.0% 48% False False 128,325
40 541.9 448.5 93.4 18.5% 16.8 3.3% 60% False False 140,246
60 541.9 399.2 142.7 28.3% 18.0 3.6% 74% False False 143,047
80 541.9 339.5 202.4 40.1% 17.5 3.5% 81% False False 124,440
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 583.0
2.618 557.8
1.618 542.5
1.000 533.0
0.618 527.0
HIGH 517.5
0.618 511.5
0.500 509.8
0.382 508.0
LOW 502.0
0.618 492.5
1.000 486.8
1.618 477.3
2.618 461.8
4.250 436.8
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 509.8 514.8
PP 508.0 511.3
S1 506.3 507.8

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

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