ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 25-May-2009
Day Change Summary
Previous Current
22-May-2009 25-May-2009 Change Change % Previous Week
Open 479.4 472.5 -6.9 -1.4% 479.0
High 481.8 472.5 -9.3 -1.9% 502.1
Low 476.0 472.5 -3.5 -0.7% 471.4
Close 473.4 473.4 0.0 0.0% 473.4
Range 5.8 0.0 -5.8 -100.0% 30.7
ATR 13.9 13.0 -0.9 -6.7% 0.0
Volume 42 42 0 0.0% 3,798
Daily Pivots for day following 25-May-2009
Classic Woodie Camarilla DeMark
R4 472.8 473.0 473.5
R3 472.8 473.0 473.5
R2 472.8 472.8 473.5
R1 473.0 473.0 473.5 473.0
PP 472.8 472.8 472.8 472.8
S1 473.0 473.0 473.5 473.0
S2 472.8 472.8 473.5
S3 472.8 473.0 473.5
S4 472.8 473.0 473.5
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% 9.3 2.0% 7% False False 522
10 502.1 468.5 33.6 7.1% 9.5 2.0% 15% False False 2,111
20 506.6 460.7 45.9 9.7% 11.0 2.3% 28% False False 1,296
40 506.6 407.0 99.6 21.0% 11.8 2.5% 67% False False 728
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 472.5
2.618 472.5
1.618 472.5
1.000 472.5
0.618 472.5
HIGH 472.5
0.618 472.5
0.500 472.5
0.382 472.5
LOW 472.5
0.618 472.5
1.000 472.5
1.618 472.5
2.618 472.5
4.250 472.5
Fisher Pivots for day following 25-May-2009
Pivot 1 day 3 day
R1 473.0 478.0
PP 472.8 476.5
S1 472.5 475.0

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

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