ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 498.2 489.0 -9.2 -1.8% 476.1
High 502.2 496.1 -6.1 -1.2% 505.6
Low 488.7 479.5 -9.2 -1.9% 470.9
Close 489.9 490.0 0.1 0.0% 476.0
Range 13.5 16.6 3.1 23.0% 34.7
ATR 18.1 18.0 -0.1 -0.6% 0.0
Volume 163,106 134,030 -29,076 -17.8% 677,535
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 538.3 530.8 499.3
R3 521.8 514.3 494.5
R2 505.3 505.3 493.0
R1 497.5 497.5 491.5 501.3
PP 488.5 488.5 488.5 490.5
S1 481.0 481.0 488.5 484.8
S2 472.0 472.0 487.0
S3 455.3 464.3 485.5
S4 438.8 447.8 480.8
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 588.3 566.8 495.0
R3 553.5 532.3 485.5
R2 518.8 518.8 482.3
R1 497.5 497.5 479.3 490.8
PP 484.3 484.3 484.3 480.8
S1 462.8 462.8 472.8 456.0
S2 449.5 449.5 469.8
S3 414.8 428.0 466.5
S4 380.0 393.3 457.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 502.2 469.6 32.6 6.7% 17.8 3.6% 63% False False 118,625
10 505.6 469.2 36.4 7.4% 17.0 3.5% 57% False False 129,622
20 512.5 469.2 43.3 8.8% 17.5 3.5% 48% False False 140,127
40 512.5 409.7 102.8 21.0% 18.5 3.8% 78% False False 143,475
60 512.5 339.5 173.0 35.3% 18.8 3.8% 87% False False 137,084
80 512.5 339.5 173.0 35.3% 16.5 3.4% 87% False False 102,846
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 False
Bear Hook False
Bull Hook False
Stretch 4.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 566.8
2.618 539.5
1.618 523.0
1.000 512.8
0.618 506.3
HIGH 496.0
0.618 489.8
0.500 487.8
0.382 485.8
LOW 479.5
0.618 469.3
1.000 463.0
1.618 452.8
2.618 436.0
4.250 409.0
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 489.3 488.8
PP 488.5 487.3
S1 487.8 486.0

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

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