ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 475.6 455.6 -20.0 -4.2% 464.1
High 475.6 469.6 -6.0 -1.3% 481.6
Low 450.7 448.5 -2.2 -0.5% 447.5
Close 454.8 467.6 12.8 2.8% 476.4
Range 24.9 21.1 -3.8 -15.3% 34.1
ATR 19.4 19.5 0.1 0.6% 0.0
Volume 130,328 132,357 2,029 1.6% 720,183
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 525.3 517.5 479.3
R3 504.0 496.5 473.5
R2 483.0 483.0 471.5
R1 475.3 475.3 469.5 479.3
PP 462.0 462.0 462.0 463.8
S1 454.3 454.3 465.8 458.0
S2 440.8 440.8 463.8
S3 419.8 433.0 461.8
S4 398.5 412.0 456.0
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 570.8 557.8 495.3
R3 536.8 523.5 485.8
R2 502.5 502.5 482.8
R1 489.5 489.5 479.5 496.0
PP 468.5 468.5 468.5 471.8
S1 455.5 455.5 473.3 462.0
S2 434.5 434.5 470.3
S3 400.3 421.3 467.0
S4 366.3 387.3 457.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 481.6 447.5 34.1 7.3% 19.3 4.1% 59% False False 144,927
10 481.6 424.4 57.2 12.2% 19.3 4.1% 76% False False 137,149
20 481.6 406.1 75.5 16.1% 19.8 4.2% 81% False False 147,945
40 481.6 339.5 142.1 30.4% 18.8 4.0% 90% False False 111,943
60 481.6 339.5 142.1 30.4% 15.0 3.2% 90% False False 74,669
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 559.3
2.618 524.8
1.618 503.8
1.000 490.8
0.618 482.8
HIGH 469.5
0.618 461.5
0.500 459.0
0.382 456.5
LOW 448.5
0.618 435.5
1.000 427.5
1.618 414.3
2.618 393.3
4.250 358.8
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 464.8 466.8
PP 462.0 466.0
S1 459.0 465.0

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

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