ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 477.4 492.1 14.7 3.1% 467.0
High 486.0 496.9 10.9 2.2% 478.0
Low 476.4 486.1 9.7 2.0% 447.2
Close 486.3 484.2 -2.1 -0.4% 475.5
Range 9.6 10.8 1.2 12.5% 30.8
ATR 15.5 15.1 -0.3 -2.2% 0.0
Volume 27 215 188 696.3% 244
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 521.5 513.8 490.3
R3 510.8 502.8 487.3
R2 499.8 499.8 486.3
R1 492.0 492.0 485.3 490.5
PP 489.0 489.0 489.0 488.3
S1 481.3 481.3 483.3 479.8
S2 478.3 478.3 482.3
S3 467.5 470.5 481.3
S4 456.8 459.8 478.3
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
5 496.9 460.7 36.2 7.5% 12.3 2.5% 65% True False 78
10 496.9 447.2 49.7 10.3% 14.0 2.9% 74% True False 66
20 496.9 431.9 65.0 13.4% 13.3 2.8% 80% True False 161
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 2.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 542.8
2.618 525.3
1.618 514.3
1.000 507.8
0.618 503.5
HIGH 497.0
0.618 492.8
0.500 491.5
0.382 490.3
LOW 486.0
0.618 479.5
1.000 475.3
1.618 468.8
2.618 457.8
4.250 440.3
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 491.5 482.5
PP 489.0 480.5
S1 486.8 478.8

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

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