ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 505.1 506.4 1.3 0.3% 509.7
High 511.8 511.9 0.1 0.0% 512.5
Low 501.7 500.1 -1.6 -0.3% 485.1
Close 507.1 508.0 0.9 0.2% 507.1
Range 10.1 11.8 1.7 16.8% 27.4
ATR 13.8 13.7 -0.1 -1.0% 0.0
Volume 153,717 127,203 -26,514 -17.2% 668,301
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 542.0 536.8 514.5
R3 530.3 525.0 511.3
R2 518.5 518.5 510.3
R1 513.3 513.3 509.0 515.8
PP 506.8 506.8 506.8 508.0
S1 501.5 501.5 507.0 504.0
S2 494.8 494.8 505.8
S3 483.0 489.8 504.8
S4 471.3 477.8 501.5
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
5 511.9 485.1 26.8 5.3% 13.5 2.7% 85% True False 136,109
10 515.3 485.1 30.2 5.9% 13.8 2.7% 76% False False 154,277
20 539.5 485.1 54.4 10.7% 13.3 2.6% 42% False False 98,417
40 539.5 468.5 71.0 14.0% 12.8 2.5% 56% False False 49,895
60 539.5 431.9 107.6 21.2% 12.8 2.5% 71% False False 33,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 562.0
2.618 542.8
1.618 531.0
1.000 523.8
0.618 519.3
HIGH 512.0
0.618 507.5
0.500 506.0
0.382 504.5
LOW 500.0
0.618 492.8
1.000 488.3
1.618 481.0
2.618 469.3
4.250 450.0
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 507.3 505.3
PP 506.8 502.3
S1 506.0 499.5

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

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