ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 510.6 500.9 -9.7 -1.9% 522.5
High 514.9 510.0 -4.9 -1.0% 532.6
Low 499.4 496.3 -3.1 -0.6% 512.4
Close 501.8 503.1 1.3 0.3% 522.3
Range 15.5 13.7 -1.8 -11.6% 20.2
ATR 13.7 13.7 0.0 0.0% 0.0
Volume 205,025 188,435 -16,590 -8.1% 260,222
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 544.3 537.3 510.8
R3 530.5 523.8 506.8
R2 516.8 516.8 505.5
R1 510.0 510.0 504.3 513.5
PP 503.3 503.3 503.3 504.8
S1 496.3 496.3 501.8 499.8
S2 489.5 489.5 500.5
S3 475.8 482.5 499.3
S4 462.0 468.8 495.5
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
5 530.9 496.3 34.6 6.9% 13.5 2.7% 20% False True 154,287
10 539.5 496.3 43.2 8.6% 13.3 2.7% 16% False True 81,636
20 539.5 471.4 68.1 13.5% 12.8 2.5% 47% False False 41,112
40 539.5 456.6 82.9 16.5% 12.3 2.5% 56% False False 21,178
60 539.5 405.3 134.2 26.7% 12.5 2.5% 73% False False 14,208
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 3.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 568.3
2.618 545.8
1.618 532.3
1.000 523.8
0.618 518.5
HIGH 510.0
0.618 504.8
0.500 503.3
0.382 501.5
LOW 496.3
0.618 487.8
1.000 482.5
1.618 474.3
2.618 460.5
4.250 438.0
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 503.3 508.8
PP 503.3 506.8
S1 503.0 505.0

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

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