ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 489.3 483.9 -5.4 -1.1% 510.0
High 502.1 484.6 -17.5 -3.5% 502.9
Low 484.0 471.4 -12.6 -2.6% 468.5
Close 485.2 479.2 -6.0 -1.2% 473.1
Range 18.1 13.2 -4.9 -27.1% 34.4
ATR 14.6 14.5 -0.1 -0.4% 0.0
Volume 983 1,081 98 10.0% 17,310
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 518.0 511.8 486.5
R3 504.8 498.5 482.8
R2 491.5 491.5 481.5
R1 485.5 485.5 480.5 482.0
PP 478.5 478.5 478.5 476.8
S1 472.3 472.3 478.0 468.8
S2 465.3 465.3 476.8
S3 452.0 459.0 475.5
S4 438.8 445.8 472.0
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
5 502.1 469.7 32.4 6.8% 12.3 2.6% 29% False False 996
10 506.6 468.5 38.1 8.0% 11.3 2.3% 28% False False 2,110
20 506.6 460.7 45.9 9.6% 12.0 2.5% 40% False False 1,293
40 506.6 407.0 99.6 20.8% 12.0 2.5% 72% False False 745
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 540.8
2.618 519.3
1.618 506.0
1.000 497.8
0.618 492.8
HIGH 484.5
0.618 479.5
0.500 478.0
0.382 476.5
LOW 471.5
0.618 463.3
1.000 458.3
1.618 450.0
2.618 436.8
4.250 415.3
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 478.8 486.8
PP 478.5 484.3
S1 478.0 481.8

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

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