ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 486.9 493.3 6.4 1.3% 520.1
High 498.8 507.9 9.1 1.8% 521.0
Low 485.4 486.9 1.5 0.3% 496.3
Close 493.0 505.7 12.7 2.6% 510.8
Range 13.4 21.0 7.6 56.7% 24.7
ATR 13.6 14.1 0.5 3.9% 0.0
Volume 133,062 122,917 -10,145 -7.6% 903,723
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 563.3 555.5 517.3
R3 542.3 534.5 511.5
R2 521.3 521.3 509.5
R1 513.5 513.5 507.5 517.3
PP 500.3 500.3 500.3 502.0
S1 492.5 492.5 503.8 496.3
S2 479.3 479.3 501.8
S3 458.3 471.5 500.0
S4 437.3 450.5 494.3
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 6.0% 15.3 3.0% 68% False False 131,405
10 524.6 485.1 39.5 7.8% 14.3 2.8% 52% False False 160,365
20 539.5 485.1 54.4 10.8% 13.8 2.7% 38% False False 84,381
40 539.5 468.5 71.0 14.0% 12.8 2.5% 52% False False 42,875
60 539.5 431.9 107.6 21.3% 13.0 2.5% 69% False False 28,637
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 3.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 597.3
2.618 563.0
1.618 542.0
1.000 529.0
0.618 521.0
HIGH 508.0
0.618 500.0
0.500 497.5
0.382 495.0
LOW 487.0
0.618 474.0
1.000 466.0
1.618 453.0
2.618 432.0
4.250 397.8
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 503.0 502.8
PP 500.3 499.5
S1 497.5 496.5

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

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