ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 507.1 501.0 -6.1 -1.2% 486.4
High 507.1 507.1 0.0 0.0% 512.5
Low 496.2 485.5 -10.7 -2.2% 486.4
Close 502.5 495.9 -6.6 -1.3% 508.4
Range 10.9 21.6 10.7 98.2% 26.1
ATR 18.0 18.2 0.3 1.4% 0.0
Volume 184,422 118,567 -65,855 -35.7% 712,965
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 561.0 550.0 507.8
R3 539.3 528.5 501.8
R2 517.8 517.8 499.8
R1 506.8 506.8 498.0 501.5
PP 496.3 496.3 496.3 493.5
S1 485.3 485.3 494.0 480.0
S2 474.5 474.5 492.0
S3 453.0 463.8 490.0
S4 431.3 442.0 484.0
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
5 512.5 485.5 27.0 5.4% 18.3 3.7% 39% False True 151,278
10 512.5 469.0 43.5 8.8% 17.5 3.5% 62% False False 149,100
20 512.5 447.5 65.0 13.1% 18.0 3.6% 74% False False 151,141
40 512.5 380.7 131.8 26.6% 19.3 3.9% 87% False False 157,725
60 512.5 339.5 173.0 34.9% 17.3 3.5% 90% False False 112,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 599.0
2.618 563.8
1.618 542.0
1.000 528.8
0.618 520.5
HIGH 507.0
0.618 498.8
0.500 496.3
0.382 493.8
LOW 485.5
0.618 472.3
1.000 464.0
1.618 450.5
2.618 429.0
4.250 393.8
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 496.3 498.3
PP 496.3 497.5
S1 496.0 496.8

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

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