ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 496.6 473.3 -23.3 -4.7% 486.4
High 498.5 486.2 -12.3 -2.5% 512.5
Low 470.6 469.2 -1.4 -0.3% 486.4
Close 473.6 478.0 4.4 0.9% 508.4
Range 27.9 17.0 -10.9 -39.1% 26.1
ATR 18.9 18.8 -0.1 -0.7% 0.0
Volume 154,006 164,085 10,079 6.5% 712,965
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 528.8 520.5 487.3
R3 511.8 503.5 482.8
R2 494.8 494.8 481.0
R1 486.5 486.5 479.5 490.5
PP 477.8 477.8 477.8 480.0
S1 469.5 469.5 476.5 473.5
S2 460.8 460.8 475.0
S3 443.8 452.5 473.3
S4 426.8 435.5 468.8
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
5 510.8 469.2 41.6 8.7% 18.8 3.9% 21% False True 156,973
10 512.5 469.2 43.3 9.1% 17.5 3.7% 20% False True 150,643
20 512.5 448.5 64.0 13.4% 18.3 3.8% 46% False False 152,625
40 512.5 395.6 116.9 24.5% 19.3 4.0% 70% False False 153,548
60 512.5 339.5 173.0 36.2% 18.0 3.8% 80% False False 118,235
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 3.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 558.5
2.618 530.8
1.618 513.8
1.000 503.3
0.618 496.8
HIGH 486.3
0.618 479.8
0.500 477.8
0.382 475.8
LOW 469.3
0.618 458.8
1.000 452.3
1.618 441.8
2.618 424.8
4.250 397.0
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 478.0 488.3
PP 477.8 484.8
S1 477.8 481.5

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

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