ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 473.8 479.0 5.2 1.1% 510.0
High 478.5 491.1 12.6 2.6% 502.9
Low 469.7 479.0 9.3 2.0% 468.5
Close 473.1 489.7 16.6 3.5% 473.1
Range 8.8 12.1 3.3 37.5% 34.4
ATR 14.4 14.7 0.3 1.8% 0.0
Volume 1,227 1,227 0 0.0% 17,310
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 523.0 518.5 496.3
R3 510.8 506.3 493.0
R2 498.8 498.8 492.0
R1 494.3 494.3 490.8 496.5
PP 486.5 486.5 486.5 487.8
S1 482.0 482.0 488.5 484.3
S2 474.5 474.5 487.5
S3 462.5 470.0 486.3
S4 450.3 458.0 483.0
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
5 494.0 468.5 25.5 5.2% 9.8 2.0% 83% False False 3,699
10 506.6 468.5 38.1 7.8% 11.5 2.4% 56% False False 2,281
20 506.6 447.2 59.4 12.1% 12.5 2.5% 72% False False 1,176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 542.5
2.618 522.8
1.618 510.8
1.000 503.3
0.618 498.5
HIGH 491.0
0.618 486.5
0.500 485.0
0.382 483.5
LOW 479.0
0.618 471.5
1.000 467.0
1.618 459.5
2.618 447.3
4.250 427.5
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 488.3 486.5
PP 486.5 483.0
S1 485.0 479.8

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

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