ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 467.2 460.7 -6.5 -1.4% 467.0
High 473.0 474.4 1.4 0.3% 478.0
Low 463.5 460.7 -2.8 -0.6% 447.2
Close 468.4 468.4 0.0 0.0% 475.5
Range 9.5 13.7 4.2 44.2% 30.8
ATR 15.4 15.3 -0.1 -0.8% 0.0
Volume 12 128 116 966.7% 244
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 509.0 502.3 476.0
R3 495.3 488.8 472.3
R2 481.5 481.5 471.0
R1 475.0 475.0 469.8 478.3
PP 467.8 467.8 467.8 469.5
S1 461.3 461.3 467.3 464.5
S2 454.3 454.3 466.0
S3 440.5 447.5 464.8
S4 426.8 433.8 460.8
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
5 478.0 456.6 21.4 4.6% 14.5 3.1% 55% False False 66
10 478.0 447.2 30.8 6.6% 14.8 3.2% 69% False False 116
20 478.0 412.5 65.5 14.0% 13.0 2.8% 85% False False 150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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
4.250 532.5
2.618 510.3
1.618 496.5
1.000 488.0
0.618 482.8
HIGH 474.5
0.618 469.3
0.500 467.5
0.382 466.0
LOW 460.8
0.618 452.3
1.000 447.0
1.618 438.5
2.618 424.8
4.250 402.5
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 468.0 469.3
PP 467.8 469.0
S1 467.5 468.8

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

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