ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 496.9 491.2 -5.7 -1.1% 479.0
High 499.4 491.6 -7.8 -1.6% 502.1
Low 487.6 478.6 -9.0 -1.8% 471.4
Close 487.1 487.4 0.3 0.1% 473.4
Range 11.8 13.0 1.2 10.2% 30.7
ATR 13.6 13.5 0.0 -0.3% 0.0
Volume 1,148 697 -451 -39.3% 3,798
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 524.8 519.3 494.5
R3 511.8 506.3 491.0
R2 498.8 498.8 489.8
R1 493.3 493.3 488.5 489.5
PP 485.8 485.8 485.8 484.0
S1 480.3 480.3 486.3 476.5
S2 472.8 472.8 485.0
S3 459.8 467.3 483.8
S4 446.8 454.3 480.3
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
5 499.4 472.5 26.9 5.5% 10.0 2.1% 55% False False 386
10 502.1 469.7 32.4 6.6% 11.3 2.3% 55% False False 691
20 506.6 468.5 38.1 7.8% 11.5 2.3% 50% False False 1,370
40 506.6 431.9 74.7 15.3% 12.5 2.5% 74% False False 765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 546.8
2.618 525.8
1.618 512.8
1.000 504.5
0.618 499.8
HIGH 491.5
0.618 486.8
0.500 485.0
0.382 483.5
LOW 478.5
0.618 470.5
1.000 465.5
1.618 457.5
2.618 444.5
4.250 423.3
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 486.8 488.3
PP 485.8 488.0
S1 485.0 487.8

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

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