ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 506.4 513.9 7.5 1.5% 509.7
High 518.7 514.2 -4.5 -0.9% 512.5
Low 505.0 494.8 -10.2 -2.0% 485.1
Close 514.3 497.3 -17.0 -3.3% 507.1
Range 13.7 19.4 5.7 41.6% 27.4
ATR 13.3 13.8 0.4 3.3% 0.0
Volume 129,872 114,629 -15,243 -11.7% 668,301
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 560.3 548.3 508.0
R3 541.0 528.8 502.8
R2 521.5 521.5 500.8
R1 509.5 509.5 499.0 505.8
PP 502.0 502.0 502.0 500.3
S1 490.0 490.0 495.5 486.3
S2 482.8 482.8 493.8
S3 463.3 470.5 492.0
S4 444.0 451.3 486.8
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
5 518.7 494.8 23.9 4.8% 12.8 2.6% 10% False True 128,757
10 518.7 485.1 33.6 6.8% 14.0 2.8% 36% False False 130,081
20 539.5 485.1 54.4 10.9% 13.5 2.7% 22% False False 116,305
40 539.5 468.5 71.0 14.3% 12.5 2.5% 41% False False 58,861
60 539.5 440.3 99.2 19.9% 13.0 2.6% 57% False False 39,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 596.8
2.618 565.0
1.618 545.5
1.000 533.5
0.618 526.3
HIGH 514.3
0.618 506.8
0.500 504.5
0.382 502.3
LOW 494.8
0.618 482.8
1.000 475.5
1.618 463.5
2.618 444.0
4.250 412.3
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 504.5 506.8
PP 502.0 503.5
S1 499.8 500.5

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

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