ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 522.5 522.1 -0.4 -0.1% 497.1
High 529.0 528.8 -0.2 0.0% 539.5
Low 516.8 522.1 5.3 1.0% 497.1
Close 522.6 524.0 1.4 0.3% 527.8
Range 12.2 6.7 -5.5 -45.1% 42.4
ATR 13.6 13.1 -0.5 -3.6% 0.0
Volume 1,887 6,103 4,216 223.4% 8,996
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 545.0 541.3 527.8
R3 538.3 534.5 525.8
R2 531.8 531.8 525.3
R1 527.8 527.8 524.5 529.8
PP 525.0 525.0 525.0 526.0
S1 521.3 521.3 523.5 523.0
S2 518.3 518.3 522.8
S3 511.5 514.5 522.3
S4 504.8 507.8 520.3
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% 11.8 2.2% 39% False False 3,078
10 539.5 478.6 60.9 11.6% 12.8 2.4% 75% False False 1,893
20 539.5 468.5 71.0 13.5% 11.8 2.3% 78% False False 2,001
40 539.5 447.2 92.3 17.6% 12.5 2.4% 83% False False 1,147
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 557.3
2.618 546.3
1.618 539.8
1.000 535.5
0.618 533.0
HIGH 528.8
0.618 526.3
0.500 525.5
0.382 524.8
LOW 522.0
0.618 518.0
1.000 515.5
1.618 511.3
2.618 504.5
4.250 493.5
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 525.5 528.3
PP 525.0 526.8
S1 524.5 525.5

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

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