ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 493.3 505.1 11.8 2.4% 509.7
High 507.9 511.8 3.9 0.8% 512.5
Low 486.9 501.7 14.8 3.0% 485.1
Close 505.7 507.1 1.4 0.3% 507.1
Range 21.0 10.1 -10.9 -51.9% 27.4
ATR 14.1 13.8 -0.3 -2.0% 0.0
Volume 122,917 153,717 30,800 25.1% 668,301
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 537.3 532.3 512.8
R3 527.0 522.3 510.0
R2 517.0 517.0 509.0
R1 512.0 512.0 508.0 514.5
PP 506.8 506.8 506.8 508.0
S1 502.0 502.0 506.3 504.5
S2 496.8 496.8 505.3
S3 486.8 491.8 504.3
S4 476.5 481.8 501.5
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 583.8 572.8 522.3
R3 556.3 545.5 514.8
R2 529.0 529.0 512.0
R1 518.0 518.0 509.5 509.8
PP 501.5 501.5 501.5 497.5
S1 490.8 490.8 504.5 482.5
S2 474.3 474.3 502.0
S3 446.8 463.3 499.5
S4 419.3 435.8 492.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 512.5 485.1 27.4 5.4% 15.5 3.1% 80% False False 133,660
10 521.0 485.1 35.9 7.1% 14.3 2.8% 61% False False 157,202
20 539.5 485.1 54.4 10.7% 13.8 2.7% 40% False False 92,062
40 539.5 468.5 71.0 14.0% 12.8 2.5% 54% False False 46,717
60 539.5 431.9 107.6 21.2% 12.8 2.5% 70% False False 31,183
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 554.8
2.618 538.3
1.618 528.3
1.000 522.0
0.618 518.0
HIGH 511.8
0.618 508.0
0.500 506.8
0.382 505.5
LOW 501.8
0.618 495.5
1.000 491.5
1.618 485.3
2.618 475.3
4.250 458.8
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 507.0 504.3
PP 506.8 501.5
S1 506.8 498.5

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

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