ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 497.6 503.8 6.2 1.2% 467.2
High 506.1 506.1 0.0 0.0% 496.9
Low 491.8 486.6 -5.2 -1.1% 460.7
Close 501.9 491.0 -10.9 -2.2% 483.4
Range 14.3 19.5 5.2 36.4% 36.2
ATR 14.5 14.8 0.4 2.5% 0.0
Volume 1,230 2,276 1,046 85.0% 448
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 553.0 541.5 501.8
R3 533.5 522.0 496.3
R2 514.0 514.0 494.5
R1 502.5 502.5 492.8 498.5
PP 494.5 494.5 494.5 492.5
S1 483.0 483.0 489.3 479.0
S2 475.0 475.0 487.5
S3 455.5 463.5 485.8
S4 436.0 444.0 480.3
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 589.0 572.3 503.3
R3 552.8 536.3 493.3
R2 516.5 516.5 490.0
R1 500.0 500.0 486.8 508.3
PP 480.3 480.3 480.3 484.5
S1 463.8 463.8 480.0 472.0
S2 444.3 444.3 476.8
S3 408.0 427.5 473.5
S4 371.8 391.3 463.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 506.1 480.4 25.7 5.2% 13.3 2.7% 41% True False 873
10 506.1 460.7 45.4 9.2% 12.8 2.6% 67% True False 476
20 506.1 440.3 65.8 13.4% 14.3 2.9% 77% True False 328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 589.0
2.618 557.3
1.618 537.8
1.000 525.5
0.618 518.3
HIGH 506.0
0.618 498.8
0.500 496.3
0.382 494.0
LOW 486.5
0.618 474.5
1.000 467.0
1.618 455.0
2.618 435.5
4.250 403.8
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 496.3 496.3
PP 494.5 494.5
S1 492.8 492.8

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

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