ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 470.9 488.6 17.7 3.8% 475.6
High 494.5 501.1 6.6 1.3% 481.7
Low 469.0 481.5 12.5 2.7% 448.5
Close 488.8 486.7 -2.1 -0.4% 478.0
Range 25.5 19.6 -5.9 -23.1% 33.2
ATR 19.3 19.3 0.0 0.1% 0.0
Volume 138,683 163,973 25,290 18.2% 763,266
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 548.5 537.3 497.5
R3 529.0 517.8 492.0
R2 509.3 509.3 490.3
R1 498.0 498.0 488.5 494.0
PP 489.8 489.8 489.8 487.8
S1 478.5 478.5 485.0 474.3
S2 470.3 470.3 483.0
S3 450.5 458.8 481.3
S4 431.0 439.3 476.0
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
5 501.1 461.4 39.7 8.2% 19.0 3.9% 64% True False 154,534
10 501.1 448.5 52.6 10.8% 19.3 3.9% 73% True False 154,607
20 501.1 424.4 76.7 15.8% 19.5 4.0% 81% True False 147,278
40 501.1 339.5 161.6 33.2% 19.3 4.0% 91% True False 139,657
60 501.1 339.5 161.6 33.2% 16.5 3.4% 91% True False 93,145
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 4.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 584.5
2.618 552.5
1.618 532.8
1.000 520.8
0.618 513.3
HIGH 501.0
0.618 493.5
0.500 491.3
0.382 489.0
LOW 481.5
0.618 469.5
1.000 462.0
1.618 449.8
2.618 430.3
4.250 398.3
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 491.3 485.0
PP 489.8 483.3
S1 488.3 481.5

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

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