ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 465.8 476.9 11.1 2.4% 475.6
High 481.7 476.9 -4.8 -1.0% 481.7
Low 461.4 464.8 3.4 0.7% 448.5
Close 478.0 470.8 -7.2 -1.5% 478.0
Range 20.3 12.1 -8.2 -40.4% 33.2
ATR 19.4 19.0 -0.4 -2.3% 0.0
Volume 163,412 161,803 -1,609 -1.0% 763,266
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 507.3 501.0 477.5
R3 495.0 489.0 474.3
R2 483.0 483.0 473.0
R1 476.8 476.8 472.0 473.8
PP 470.8 470.8 470.8 469.3
S1 464.8 464.8 469.8 461.8
S2 458.8 458.8 468.5
S3 446.8 452.8 467.5
S4 434.5 440.5 464.3
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 569.0 556.8 496.3
R3 535.8 523.5 487.3
R2 502.5 502.5 484.0
R1 490.3 490.3 481.0 496.5
PP 469.5 469.5 469.5 472.5
S1 457.0 457.0 475.0 463.3
S2 436.3 436.3 472.0
S3 403.0 424.0 468.8
S4 369.8 390.8 459.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 481.7 448.5 33.2 7.1% 18.0 3.8% 67% False False 158,948
10 481.7 447.5 34.2 7.3% 18.3 3.9% 68% False False 150,708
20 481.7 406.1 75.6 16.1% 19.3 4.1% 86% False False 146,668
40 481.7 339.5 142.2 30.2% 19.0 4.0% 92% False False 128,483
60 481.7 339.5 142.2 30.2% 15.8 3.4% 92% False False 85,695
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 528.3
2.618 508.5
1.618 496.5
1.000 489.0
0.618 484.5
HIGH 477.0
0.618 472.3
0.500 470.8
0.382 469.5
LOW 464.8
0.618 457.3
1.000 452.8
1.618 445.3
2.618 433.0
4.250 413.5
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 470.8 470.5
PP 470.8 470.3
S1 470.8 469.8

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

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