ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 500.9 504.9 4.0 0.8% 522.5
High 510.0 509.4 -0.6 -0.1% 532.6
Low 496.3 499.1 2.8 0.6% 512.4
Close 503.1 507.5 4.4 0.9% 522.3
Range 13.7 10.3 -3.4 -24.8% 20.2
ATR 13.7 13.5 -0.2 -1.8% 0.0
Volume 188,435 211,371 22,936 12.2% 260,222
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 536.3 532.3 513.3
R3 526.0 521.8 510.3
R2 515.8 515.8 509.5
R1 511.5 511.5 508.5 513.5
PP 505.3 505.3 505.3 506.3
S1 501.3 501.3 506.5 503.3
S2 495.0 495.0 505.5
S3 484.8 491.0 504.8
S4 474.5 480.8 501.8
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
5 524.6 496.3 28.3 5.6% 13.3 2.6% 40% False False 189,326
10 539.5 496.3 43.2 8.5% 13.3 2.6% 26% False False 102,529
20 539.5 472.5 67.0 13.2% 12.5 2.5% 52% False False 51,626
40 539.5 460.7 78.8 15.5% 12.3 2.4% 59% False False 26,460
60 539.5 407.0 132.5 26.1% 12.3 2.4% 76% False False 17,705
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 553.3
2.618 536.3
1.618 526.0
1.000 519.8
0.618 515.8
HIGH 509.5
0.618 505.5
0.500 504.3
0.382 503.0
LOW 499.0
0.618 492.8
1.000 488.8
1.618 482.5
2.618 472.3
4.250 455.3
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 506.5 506.8
PP 505.3 506.3
S1 504.3 505.5

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

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