ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 496.8 507.1 10.3 2.1% 486.4
High 510.8 507.1 -3.7 -0.7% 512.5
Low 494.8 496.2 1.4 0.3% 486.4
Close 508.4 502.5 -5.9 -1.2% 508.4
Range 16.0 10.9 -5.1 -31.9% 26.1
ATR 18.4 18.0 -0.4 -2.4% 0.0
Volume 163,786 184,422 20,636 12.6% 712,965
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 534.8 529.5 508.5
R3 523.8 518.5 505.5
R2 512.8 512.8 504.5
R1 507.8 507.8 503.5 504.8
PP 502.0 502.0 502.0 500.5
S1 496.8 496.8 501.5 494.0
S2 491.0 491.0 500.5
S3 480.3 485.8 499.5
S4 469.3 475.0 496.5
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 580.8 570.8 522.8
R3 554.8 544.5 515.5
R2 528.5 528.5 513.3
R1 518.5 518.5 510.8 523.5
PP 502.5 502.5 502.5 505.0
S1 492.3 492.3 506.0 497.5
S2 476.3 476.3 503.5
S3 450.3 466.3 501.3
S4 424.3 440.3 494.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 512.5 487.3 25.2 5.0% 16.0 3.2% 60% False False 154,411
10 512.5 461.7 50.8 10.1% 17.0 3.4% 80% False False 151,723
20 512.5 447.5 65.0 12.9% 17.5 3.5% 85% False False 151,216
40 512.5 380.7 131.8 26.2% 19.3 3.8% 92% False False 159,291
60 512.5 339.5 173.0 34.4% 17.3 3.4% 94% False False 110,959
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 553.5
2.618 535.8
1.618 524.8
1.000 518.0
0.618 513.8
HIGH 507.0
0.618 503.0
0.500 501.8
0.382 500.3
LOW 496.3
0.618 489.5
1.000 485.3
1.618 478.5
2.618 467.8
4.250 450.0
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 502.3 501.8
PP 502.0 500.8
S1 501.8 500.0

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

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