ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 520.1 510.6 -9.5 -1.8% 522.5
High 521.0 514.9 -6.1 -1.2% 532.6
Low 504.1 499.4 -4.7 -0.9% 512.4
Close 510.5 501.8 -8.7 -1.7% 522.3
Range 16.9 15.5 -1.4 -8.3% 20.2
ATR 13.6 13.7 0.1 1.0% 0.0
Volume 156,451 205,025 48,574 31.0% 260,222
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 551.8 542.3 510.3
R3 536.3 526.8 506.0
R2 520.8 520.8 504.8
R1 511.3 511.3 503.3 508.3
PP 505.3 505.3 505.3 504.0
S1 495.8 495.8 500.5 492.8
S2 489.8 489.8 499.0
S3 474.3 480.3 497.5
S4 458.8 464.8 493.3
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
5 532.6 499.4 33.2 6.6% 14.8 2.9% 7% False True 122,741
10 539.5 499.4 40.1 8.0% 13.3 2.6% 6% False True 62,910
20 539.5 471.4 68.1 13.6% 13.0 2.6% 45% False False 31,739
40 539.5 456.6 82.9 16.5% 12.5 2.5% 55% False False 16,469
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 3.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 580.8
2.618 555.5
1.618 540.0
1.000 530.5
0.618 524.5
HIGH 515.0
0.618 509.0
0.500 507.3
0.382 505.3
LOW 499.5
0.618 489.8
1.000 484.0
1.618 474.3
2.618 458.8
4.250 433.5
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 507.3 512.0
PP 505.3 508.5
S1 503.5 505.3

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

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