ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 524.7 520.7 -4.0 -0.8% 472.5
High 525.9 528.8 2.9 0.6% 500.4
Low 514.2 517.4 3.2 0.6% 472.5
Close 521.6 527.9 6.3 1.2% 498.7
Range 11.7 11.4 -0.3 -2.6% 27.9
ATR 13.7 13.6 -0.2 -1.2% 0.0
Volume 1,172 2,443 1,271 108.4% 1,992
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 559.0 554.8 534.3
R3 547.5 543.5 531.0
R2 536.0 536.0 530.0
R1 532.0 532.0 529.0 534.0
PP 524.8 524.8 524.8 525.8
S1 520.5 520.5 526.8 522.8
S2 513.3 513.3 525.8
S3 502.0 509.3 524.8
S4 490.5 497.8 521.8
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
5 528.8 488.0 40.8 7.7% 13.8 2.6% 98% True False 1,062
10 528.8 472.5 56.3 10.7% 11.8 2.2% 98% True False 724
20 528.8 468.5 60.3 11.4% 11.5 2.2% 99% True False 1,417
40 528.8 440.3 88.5 16.8% 12.8 2.4% 99% True False 872
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 1.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 577.3
2.618 558.8
1.618 547.3
1.000 540.3
0.618 535.8
HIGH 528.8
0.618 524.5
0.500 523.0
0.382 521.8
LOW 517.5
0.618 510.3
1.000 506.0
1.618 499.0
2.618 487.5
4.250 469.0
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 526.3 525.8
PP 524.8 523.8
S1 523.0 521.5

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

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