ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 529.1 522.5 -6.6 -1.2% 497.1
High 539.5 529.0 -10.5 -1.9% 539.5
Low 523.3 516.8 -6.5 -1.2% 497.1
Close 527.8 522.6 -5.2 -1.0% 527.8
Range 16.2 12.2 -4.0 -24.7% 42.4
ATR 13.7 13.6 -0.1 -0.8% 0.0
Volume 3,787 1,887 -1,900 -50.2% 8,996
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 559.5 553.3 529.3
R3 547.3 541.0 526.0
R2 535.0 535.0 524.8
R1 528.8 528.8 523.8 532.0
PP 522.8 522.8 522.8 524.3
S1 516.5 516.5 521.5 519.8
S2 510.5 510.5 520.3
S3 498.5 504.5 519.3
S4 486.3 492.3 516.0
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 648.8 630.8 551.0
R3 606.3 588.3 539.5
R2 563.8 563.8 535.5
R1 545.8 545.8 531.8 554.8
PP 521.5 521.5 521.5 526.0
S1 503.5 503.5 524.0 512.5
S2 479.0 479.0 520.0
S3 436.8 461.0 516.3
S4 394.3 418.8 504.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 539.5 514.2 25.3 4.8% 12.5 2.4% 33% False False 2,155
10 539.5 477.2 62.3 11.9% 14.3 2.7% 73% False False 1,283
20 539.5 468.5 71.0 13.6% 11.8 2.3% 76% False False 1,697
40 539.5 447.2 92.3 17.7% 12.8 2.4% 82% False False 1,014
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 2.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 580.8
2.618 561.0
1.618 548.8
1.000 541.3
0.618 536.5
HIGH 529.0
0.618 524.3
0.500 523.0
0.382 521.5
LOW 516.8
0.618 509.3
1.000 504.5
1.618 497.0
2.618 484.8
4.250 465.0
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 523.0 528.3
PP 522.8 526.3
S1 522.8 524.5

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

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