ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 469.2 460.9 -8.3 -1.8% 467.0
High 470.7 478.0 7.3 1.6% 478.0
Low 456.6 460.9 4.3 0.9% 447.2
Close 463.4 475.5 12.1 2.6% 475.5
Range 14.1 17.1 3.0 21.3% 30.8
ATR 15.6 15.7 0.1 0.7% 0.0
Volume 120 12 -108 -90.0% 244
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 522.8 516.3 485.0
R3 505.8 499.3 480.3
R2 488.5 488.5 478.8
R1 482.0 482.0 477.0 485.3
PP 471.5 471.5 471.5 473.0
S1 465.0 465.0 474.0 468.3
S2 454.3 454.3 472.3
S3 437.3 447.8 470.8
S4 420.3 430.8 466.0
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 559.3 548.3 492.5
R3 528.5 517.5 484.0
R2 497.8 497.8 481.3
R1 486.5 486.5 478.3 492.3
PP 467.0 467.0 467.0 469.8
S1 455.8 455.8 472.8 461.3
S2 436.0 436.0 469.8
S3 405.3 425.0 467.0
S4 374.5 394.3 458.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 478.0 447.2 30.8 6.5% 17.3 3.7% 92% True False 48
10 478.0 447.2 30.8 6.5% 15.0 3.2% 92% True False 180
20 478.0 407.0 71.0 14.9% 12.5 2.6% 96% True False 178
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 1.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 550.8
2.618 522.8
1.618 505.8
1.000 495.0
0.618 488.5
HIGH 478.0
0.618 471.5
0.500 469.5
0.382 467.5
LOW 461.0
0.618 450.3
1.000 443.8
1.618 433.3
2.618 416.3
4.250 388.3
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 473.5 472.8
PP 471.5 470.0
S1 469.5 467.3

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

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