ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 526.8 521.6 -5.2 -1.0% 497.1
High 532.6 530.9 -1.7 -0.3% 539.5
Low 512.4 519.5 7.1 1.4% 497.1
Close 522.7 521.3 -1.4 -0.3% 527.8
Range 20.2 11.4 -8.8 -43.6% 42.4
ATR 13.6 13.5 -0.2 -1.2% 0.0
Volume 30,707 36,174 5,467 17.8% 8,996
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 558.0 551.0 527.5
R3 546.8 539.8 524.5
R2 535.3 535.3 523.5
R1 528.3 528.3 522.3 526.0
PP 524.0 524.0 524.0 522.8
S1 517.0 517.0 520.3 514.8
S2 512.5 512.5 519.3
S3 501.0 505.5 518.3
S4 489.8 494.0 515.0
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
5 539.5 512.4 27.1 5.2% 13.3 2.6% 33% False False 15,731
10 539.5 488.0 51.5 9.9% 13.5 2.6% 65% False False 8,397
20 539.5 469.7 69.8 13.4% 12.3 2.4% 74% False False 4,544
40 539.5 447.2 92.3 17.7% 12.5 2.4% 80% False False 2,800
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 579.3
2.618 560.8
1.618 549.3
1.000 542.3
0.618 538.0
HIGH 531.0
0.618 526.5
0.500 525.3
0.382 523.8
LOW 519.5
0.618 512.5
1.000 508.0
1.618 501.0
2.618 489.8
4.250 471.0
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 525.3 522.5
PP 524.0 522.0
S1 522.5 521.8

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

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