ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 476.1 492.9 16.8 3.5% 507.1
High 494.6 498.2 3.6 0.7% 507.1
Low 470.9 486.7 15.8 3.4% 469.2
Close 492.4 491.6 -0.8 -0.2% 475.9
Range 23.7 11.5 -12.2 -51.5% 37.9
ATR 18.7 18.1 -0.5 -2.7% 0.0
Volume 138,924 127,228 -11,696 -8.4% 776,889
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 526.8 520.8 498.0
R3 515.3 509.3 494.8
R2 503.8 503.8 493.8
R1 497.8 497.8 492.8 495.0
PP 492.3 492.3 492.3 490.8
S1 486.3 486.3 490.5 483.5
S2 480.8 480.8 489.5
S3 469.3 474.8 488.5
S4 457.8 463.3 485.3
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 597.8 574.8 496.8
R3 559.8 536.8 486.3
R2 522.0 522.0 482.8
R1 499.0 499.0 479.3 491.5
PP 484.0 484.0 484.0 480.3
S1 461.0 461.0 472.5 453.5
S2 446.3 446.3 469.0
S3 408.3 423.3 465.5
S4 370.3 385.3 455.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 498.5 469.2 29.3 6.0% 18.3 3.7% 76% False False 148,010
10 512.5 469.2 43.3 8.8% 18.3 3.7% 52% False False 149,644
20 512.5 457.9 54.6 11.1% 17.8 3.6% 62% False False 151,911
40 512.5 406.1 106.4 21.6% 18.8 3.8% 80% False False 149,928
60 512.5 339.5 173.0 35.2% 18.5 3.7% 88% False False 125,266
80 512.5 339.5 173.0 35.2% 15.8 3.2% 88% False False 93,980
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 4.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 547.0
2.618 528.3
1.618 516.8
1.000 509.8
0.618 505.3
HIGH 498.3
0.618 493.8
0.500 492.5
0.382 491.0
LOW 486.8
0.618 479.5
1.000 475.3
1.618 468.0
2.618 456.5
4.250 437.8
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 492.5 489.3
PP 492.3 487.0
S1 492.0 484.5

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

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