ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 521.6 520.3 -1.3 -0.2% 522.5
High 530.9 524.6 -6.3 -1.2% 532.6
Low 519.5 515.1 -4.4 -0.8% 512.4
Close 521.3 522.3 1.0 0.2% 522.3
Range 11.4 9.5 -1.9 -16.7% 20.2
ATR 13.5 13.2 -0.3 -2.1% 0.0
Volume 36,174 185,351 149,177 412.4% 260,222
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 549.3 545.3 527.5
R3 539.8 535.8 525.0
R2 530.3 530.3 524.0
R1 526.3 526.3 523.3 528.3
PP 520.8 520.8 520.8 521.8
S1 516.8 516.8 521.5 518.8
S2 511.3 511.3 520.5
S3 501.8 507.3 519.8
S4 492.3 497.8 517.0
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 583.0 572.8 533.5
R3 562.8 552.8 527.8
R2 542.8 542.8 526.0
R1 532.5 532.5 524.3 527.5
PP 522.5 522.5 522.5 520.0
S1 512.3 512.3 520.5 507.3
S2 502.3 502.3 518.5
S3 482.0 492.0 516.8
S4 461.8 471.8 511.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 532.6 512.4 20.2 3.9% 12.0 2.3% 49% False False 52,044
10 539.5 497.1 42.4 8.1% 13.3 2.5% 59% False False 26,921
20 539.5 471.4 68.1 13.0% 12.5 2.4% 75% False False 13,750
40 539.5 447.2 92.3 17.7% 12.5 2.4% 81% False False 7,433
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 2.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 565.0
2.618 549.5
1.618 540.0
1.000 534.0
0.618 530.5
HIGH 524.5
0.618 521.0
0.500 519.8
0.382 518.8
LOW 515.0
0.618 509.3
1.000 505.5
1.618 499.8
2.618 490.3
4.250 474.8
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 521.5 522.5
PP 520.8 522.5
S1 519.8 522.3

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

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