ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 491.2 488.8 -2.4 -0.5% 472.5
High 491.6 500.4 8.8 1.8% 500.4
Low 478.6 488.0 9.4 2.0% 472.5
Close 487.4 498.7 11.3 2.3% 498.7
Range 13.0 12.4 -0.6 -4.6% 27.9
ATR 13.5 13.5 0.0 -0.3% 0.0
Volume 697 104 -593 -85.1% 1,992
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 533.0 528.3 505.5
R3 520.5 515.8 502.0
R2 508.0 508.0 501.0
R1 503.5 503.5 499.8 505.8
PP 495.8 495.8 495.8 497.0
S1 491.0 491.0 497.5 493.3
S2 483.3 483.3 496.5
S3 471.0 478.5 495.3
S4 458.5 466.3 492.0
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 574.3 564.3 514.0
R3 546.3 536.5 506.3
R2 518.5 518.5 503.8
R1 508.5 508.5 501.3 513.5
PP 490.5 490.5 490.5 493.0
S1 480.8 480.8 496.3 485.5
S2 462.8 462.8 493.5
S3 434.8 452.8 491.0
S4 406.8 424.8 483.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 500.4 472.5 27.9 5.6% 11.5 2.3% 94% True False 398
10 502.1 471.4 30.7 6.2% 11.5 2.3% 89% False False 579
20 506.6 468.5 38.1 7.6% 11.8 2.4% 79% False False 1,372
40 506.6 431.9 74.7 15.0% 12.3 2.5% 89% False False 743
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 1.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 553.0
2.618 532.8
1.618 520.5
1.000 512.8
0.618 508.0
HIGH 500.5
0.618 495.8
0.500 494.3
0.382 492.8
LOW 488.0
0.618 480.3
1.000 475.5
1.618 468.0
2.618 455.5
4.250 435.3
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 497.3 495.8
PP 495.8 492.5
S1 494.3 489.5

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

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