ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 468.5 473.8 5.3 1.1% 510.0
High 478.0 478.5 0.5 0.1% 502.9
Low 468.5 469.7 1.2 0.3% 468.5
Close 475.2 473.1 -2.1 -0.4% 473.1
Range 9.5 8.8 -0.7 -7.4% 34.4
ATR 14.8 14.4 -0.4 -2.9% 0.0
Volume 10,009 1,227 -8,782 -87.7% 17,310
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 500.3 495.5 478.0
R3 491.3 486.8 475.5
R2 482.5 482.5 474.8
R1 477.8 477.8 474.0 475.8
PP 473.8 473.8 473.8 472.8
S1 469.0 469.0 472.3 467.0
S2 465.0 465.0 471.5
S3 456.3 460.3 470.8
S4 447.3 451.5 468.3
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 584.8 563.3 492.0
R3 550.3 529.0 482.5
R2 516.0 516.0 479.5
R1 494.5 494.5 476.3 488.0
PP 481.5 481.5 481.5 478.3
S1 460.0 460.0 470.0 453.5
S2 447.0 447.0 466.8
S3 412.8 425.8 463.8
S4 378.3 391.3 454.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 502.9 468.5 34.4 7.3% 9.0 1.9% 13% False False 3,462
10 506.6 468.5 38.1 8.1% 12.0 2.5% 12% False False 2,165
20 506.6 447.2 59.4 12.6% 12.8 2.7% 44% False False 1,117
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 516.0
2.618 501.5
1.618 492.8
1.000 487.3
0.618 484.0
HIGH 478.5
0.618 475.3
0.500 474.0
0.382 473.0
LOW 469.8
0.618 464.3
1.000 461.0
1.618 455.5
2.618 446.8
4.250 432.3
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 474.0 474.3
PP 473.8 473.8
S1 473.5 473.5

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

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