ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 522.1 526.8 4.7 0.9% 497.1
High 528.8 532.6 3.8 0.7% 539.5
Low 522.1 512.4 -9.7 -1.9% 497.1
Close 524.0 522.7 -1.3 -0.2% 527.8
Range 6.7 20.2 13.5 201.5% 42.4
ATR 13.1 13.6 0.5 3.8% 0.0
Volume 6,103 30,707 24,604 403.1% 8,996
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 583.3 573.3 533.8
R3 563.0 553.0 528.3
R2 542.8 542.8 526.5
R1 532.8 532.8 524.5 527.8
PP 522.5 522.5 522.5 520.0
S1 512.5 512.5 520.8 507.5
S2 502.3 502.3 519.0
S3 482.3 492.3 517.3
S4 462.0 472.3 511.5
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
5 539.5 512.4 27.1 5.2% 13.3 2.6% 38% False True 8,985
10 539.5 478.6 60.9 11.7% 13.8 2.6% 72% False False 4,849
20 539.5 468.5 71.0 13.6% 12.3 2.3% 76% False False 3,235
40 539.5 447.2 92.3 17.7% 12.8 2.4% 82% False False 1,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 618.5
2.618 585.5
1.618 565.3
1.000 552.8
0.618 545.0
HIGH 532.5
0.618 525.0
0.500 522.5
0.382 520.0
LOW 512.5
0.618 500.0
1.000 492.3
1.618 479.8
2.618 459.5
4.250 426.5
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 522.8 522.8
PP 522.5 522.5
S1 522.5 522.5

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

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