ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 506.4 508.5 2.1 0.4% 509.7
High 511.9 512.5 0.6 0.1% 512.5
Low 500.1 503.8 3.7 0.7% 485.1
Close 508.0 507.2 -0.8 -0.2% 507.1
Range 11.8 8.7 -3.1 -26.3% 27.4
ATR 13.7 13.3 -0.4 -2.6% 0.0
Volume 127,203 118,368 -8,835 -6.9% 668,301
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 534.0 529.3 512.0
R3 525.3 520.5 509.5
R2 516.5 516.5 508.8
R1 511.8 511.8 508.0 509.8
PP 507.8 507.8 507.8 506.8
S1 503.3 503.3 506.5 501.3
S2 499.3 499.3 505.5
S3 490.5 494.5 504.8
S4 481.8 485.8 502.5
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
5 512.5 485.4 27.1 5.3% 13.0 2.6% 80% True False 131,053
10 515.3 485.1 30.2 6.0% 13.0 2.6% 73% False False 145,611
20 539.5 485.1 54.4 10.7% 13.0 2.6% 41% False False 104,260
40 539.5 468.5 71.0 14.0% 12.5 2.5% 55% False False 52,836
60 539.5 431.9 107.6 21.2% 12.8 2.5% 70% False False 35,275
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 549.5
2.618 535.3
1.618 526.5
1.000 521.3
0.618 518.0
HIGH 512.5
0.618 509.3
0.500 508.3
0.382 507.0
LOW 503.8
0.618 498.5
1.000 495.0
1.618 489.8
2.618 481.0
4.250 466.8
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 508.3 507.0
PP 507.8 506.5
S1 507.5 506.3

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

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