ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 455.0 461.4 6.4 1.4% 449.0
High 465.1 463.5 -1.6 -0.3% 464.0
Low 454.0 448.7 -5.3 -1.2% 431.9
Close 461.3 450.9 -10.4 -2.3% 463.1
Range 11.1 14.8 3.7 33.3% 32.1
ATR 14.9 14.9 0.0 -0.1% 0.0
Volume 10 770 760 7,600.0% 36
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 498.8 489.8 459.0
R3 484.0 474.8 455.0
R2 469.3 469.3 453.5
R1 460.0 460.0 452.3 457.3
PP 454.3 454.3 454.3 453.0
S1 445.3 445.3 449.5 442.5
S2 439.5 439.5 448.3
S3 424.8 430.5 446.8
S4 410.0 415.8 442.8
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 549.3 538.3 480.8
R3 517.3 506.3 472.0
R2 485.0 485.0 469.0
R1 474.0 474.0 466.0 479.5
PP 453.0 453.0 453.0 455.8
S1 442.0 442.0 460.3 447.5
S2 421.0 421.0 457.3
S3 388.8 410.0 454.3
S4 356.8 377.8 445.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 465.1 431.9 33.2 7.4% 12.3 2.7% 57% False False 161
10 465.1 412.5 52.6 11.7% 11.3 2.5% 73% False False 184
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 1.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 526.5
2.618 502.3
1.618 487.5
1.000 478.3
0.618 472.8
HIGH 463.5
0.618 457.8
0.500 456.0
0.382 454.3
LOW 448.8
0.618 439.5
1.000 434.0
1.618 424.8
2.618 410.0
4.250 385.8
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 456.0 452.8
PP 454.3 452.0
S1 452.8 451.5

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

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