ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 493.5 486.9 -6.6 -1.3% 520.1
High 496.2 498.8 2.6 0.5% 521.0
Low 485.1 485.4 0.3 0.1% 496.3
Close 486.5 493.0 6.5 1.3% 510.8
Range 11.1 13.4 2.3 20.7% 24.7
ATR 13.6 13.6 0.0 -0.1% 0.0
Volume 143,646 133,062 -10,584 -7.4% 903,723
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 532.5 526.3 500.3
R3 519.3 512.8 496.8
R2 505.8 505.8 495.5
R1 499.5 499.5 494.3 502.5
PP 492.5 492.5 492.5 494.0
S1 486.0 486.0 491.8 489.3
S2 479.0 479.0 490.5
S3 465.5 472.5 489.3
S4 452.3 459.3 485.8
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 583.5 571.8 524.5
R3 558.8 547.3 517.5
R2 534.0 534.0 515.3
R1 522.5 522.5 513.0 516.0
PP 509.3 509.3 509.3 506.0
S1 497.8 497.8 508.5 491.3
S2 484.8 484.8 506.3
S3 460.0 473.0 504.0
S4 435.3 448.3 497.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 515.3 485.1 30.2 6.1% 13.0 2.7% 26% False False 149,095
10 530.9 485.1 45.8 9.3% 13.3 2.7% 17% False False 151,691
20 539.5 478.6 60.9 12.4% 13.5 2.7% 24% False False 78,270
40 539.5 468.5 71.0 14.4% 12.5 2.5% 35% False False 39,808
60 539.5 418.0 121.5 24.6% 12.5 2.6% 62% False False 26,589
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 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 555.8
2.618 534.0
1.618 520.5
1.000 512.3
0.618 507.0
HIGH 498.8
0.618 493.8
0.500 492.0
0.382 490.5
LOW 485.5
0.618 477.0
1.000 472.0
1.618 463.8
2.618 450.3
4.250 428.5
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 492.8 498.8
PP 492.5 496.8
S1 492.0 495.0

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

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