ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 483.9 479.4 -4.5 -0.9% 479.0
High 484.6 481.8 -2.8 -0.6% 502.1
Low 471.4 476.0 4.6 1.0% 471.4
Close 479.2 473.4 -5.8 -1.2% 473.4
Range 13.2 5.8 -7.4 -56.1% 30.7
ATR 14.5 13.9 -0.6 -4.3% 0.0
Volume 1,081 42 -1,039 -96.1% 3,798
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 494.5 489.8 476.5
R3 488.8 484.0 475.0
R2 482.8 482.8 474.5
R1 478.3 478.3 474.0 477.5
PP 477.0 477.0 477.0 476.8
S1 472.3 472.3 472.8 471.8
S2 471.3 471.3 472.3
S3 465.5 466.5 471.8
S4 459.8 460.8 470.3
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 574.5 554.5 490.3
R3 543.8 524.0 481.8
R2 513.0 513.0 479.0
R1 493.3 493.3 476.3 487.8
PP 482.3 482.3 482.3 479.5
S1 462.5 462.5 470.5 457.0
S2 451.5 451.5 467.8
S3 421.0 431.8 465.0
S4 390.3 401.0 456.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 502.1 471.4 30.7 6.5% 11.8 2.5% 7% False False 759
10 502.9 468.5 34.4 7.3% 10.5 2.2% 14% False False 2,110
20 506.6 460.7 45.9 9.7% 11.3 2.4% 28% False False 1,294
40 506.6 407.0 99.6 21.0% 12.0 2.5% 67% False False 736
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.9
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 506.5
2.618 497.0
1.618 491.3
1.000 487.5
0.618 485.5
HIGH 481.8
0.618 479.5
0.500 479.0
0.382 478.3
LOW 476.0
0.618 472.5
1.000 470.3
1.618 466.5
2.618 460.8
4.250 451.3
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 479.0 486.8
PP 477.0 482.3
S1 475.3 477.8

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

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