ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 520.3 520.1 -0.2 0.0% 522.5
High 524.6 521.0 -3.6 -0.7% 532.6
Low 515.1 504.1 -11.0 -2.1% 512.4
Close 522.3 510.5 -11.8 -2.3% 522.3
Range 9.5 16.9 7.4 77.9% 20.2
ATR 13.2 13.6 0.4 2.7% 0.0
Volume 185,351 156,451 -28,900 -15.6% 260,222
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 562.5 553.5 519.8
R3 545.8 536.5 515.3
R2 528.8 528.8 513.5
R1 519.8 519.8 512.0 515.8
PP 511.8 511.8 511.8 510.0
S1 502.8 502.8 509.0 498.8
S2 495.0 495.0 507.5
S3 478.0 485.8 505.8
S4 461.3 469.0 501.3
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
5 532.6 504.1 28.5 5.6% 13.0 2.5% 22% False True 82,957
10 539.5 504.1 35.4 6.9% 12.8 2.5% 18% False True 42,556
20 539.5 471.4 68.1 13.3% 12.5 2.5% 57% False False 21,511
40 539.5 447.2 92.3 18.1% 12.5 2.5% 69% False False 11,344
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 592.8
2.618 565.3
1.618 548.3
1.000 538.0
0.618 531.5
HIGH 521.0
0.618 514.5
0.500 512.5
0.382 510.5
LOW 504.0
0.618 493.8
1.000 487.3
1.618 476.8
2.618 459.8
4.250 432.3
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 512.5 517.5
PP 511.8 515.3
S1 511.3 512.8

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

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