ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 501.0 496.6 -4.4 -0.9% 486.4
High 507.1 498.5 -8.6 -1.7% 512.5
Low 485.5 470.6 -14.9 -3.1% 486.4
Close 495.9 473.6 -22.3 -4.5% 508.4
Range 21.6 27.9 6.3 29.2% 26.1
ATR 18.2 18.9 0.7 3.8% 0.0
Volume 118,567 154,006 35,439 29.9% 712,965
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 564.5 547.0 489.0
R3 536.8 519.0 481.3
R2 508.8 508.8 478.8
R1 491.3 491.3 476.3 486.0
PP 481.0 481.0 481.0 478.3
S1 463.3 463.3 471.0 458.3
S2 453.0 453.0 468.5
S3 425.0 435.5 466.0
S4 397.3 407.5 458.3
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
5 512.5 470.6 41.9 8.8% 20.3 4.3% 7% False True 155,926
10 512.5 470.6 41.9 8.8% 17.8 3.7% 7% False True 150,632
20 512.5 448.5 64.0 13.5% 18.5 3.9% 39% False False 151,209
40 512.5 395.6 116.9 24.7% 19.5 4.1% 67% False False 155,491
60 512.5 339.5 173.0 36.5% 17.8 3.8% 78% False False 115,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 617.0
2.618 571.5
1.618 543.8
1.000 526.5
0.618 515.8
HIGH 498.5
0.618 487.8
0.500 484.5
0.382 481.3
LOW 470.5
0.618 453.3
1.000 442.8
1.618 425.5
2.618 397.5
4.250 352.0
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 484.5 488.8
PP 481.0 483.8
S1 477.3 478.8

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

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