ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 508.5 506.4 -2.1 -0.4% 509.7
High 512.5 518.7 6.2 1.2% 512.5
Low 503.8 505.0 1.2 0.2% 485.1
Close 507.2 514.3 7.1 1.4% 507.1
Range 8.7 13.7 5.0 57.5% 27.4
ATR 13.3 13.3 0.0 0.2% 0.0
Volume 118,368 129,872 11,504 9.7% 668,301
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 553.8 547.8 521.8
R3 540.0 534.0 518.0
R2 526.3 526.3 516.8
R1 520.3 520.3 515.5 523.3
PP 512.8 512.8 512.8 514.3
S1 506.8 506.8 513.0 509.8
S2 499.0 499.0 511.8
S3 485.3 493.0 510.5
S4 471.5 479.3 506.8
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
5 518.7 486.9 31.8 6.2% 13.0 2.5% 86% True False 130,415
10 518.7 485.1 33.6 6.5% 13.0 2.5% 87% True False 139,755
20 539.5 485.1 54.4 10.6% 13.3 2.6% 54% False False 110,695
40 539.5 468.5 71.0 13.8% 12.5 2.4% 65% False False 56,052
60 539.5 433.7 105.8 20.6% 12.8 2.5% 76% False False 37,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 577.0
2.618 554.5
1.618 540.8
1.000 532.5
0.618 527.3
HIGH 518.8
0.618 513.5
0.500 511.8
0.382 510.3
LOW 505.0
0.618 496.5
1.000 491.3
1.618 482.8
2.618 469.3
4.250 446.8
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 513.5 512.8
PP 512.8 511.0
S1 511.8 509.5

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

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