ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 517.6 524.7 7.1 1.4% 476.0
High 528.9 528.5 -0.4 -0.1% 503.9
Low 515.0 516.1 1.1 0.2% 469.6
Close 526.2 524.3 -1.9 -0.4% 501.3
Range 13.9 12.4 -1.5 -10.8% 34.3
ATR 17.9 17.5 -0.4 -2.2% 0.0
Volume 144,245 155,164 10,919 7.6% 457,230
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 560.3 554.8 531.0
R3 547.8 542.3 527.8
R2 535.3 535.3 526.5
R1 529.8 529.8 525.5 526.5
PP 523.0 523.0 523.0 521.3
S1 517.5 517.5 523.3 514.0
S2 510.5 510.5 522.0
S3 498.3 505.0 521.0
S4 485.8 492.8 517.5
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 594.5 582.3 520.3
R3 560.3 548.0 510.8
R2 526.0 526.0 507.5
R1 513.5 513.5 504.5 519.8
PP 491.5 491.5 491.5 494.8
S1 479.3 479.3 498.3 485.5
S2 457.3 457.3 495.0
S3 423.0 445.0 491.8
S4 388.8 410.8 482.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 528.9 479.5 49.4 9.4% 16.3 3.1% 91% False False 145,516
10 528.9 469.6 59.3 11.3% 17.0 3.3% 92% False False 130,373
20 528.9 469.2 59.7 11.4% 17.8 3.4% 92% False False 140,009
40 528.9 424.4 104.5 19.9% 18.0 3.4% 96% False False 142,836
60 528.9 339.5 189.4 36.1% 18.8 3.6% 98% False False 146,918
80 528.9 339.5 189.4 36.1% 17.0 3.3% 98% False False 110,256
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 581.3
2.618 561.0
1.618 548.5
1.000 541.0
0.618 536.3
HIGH 528.5
0.618 523.8
0.500 522.3
0.382 520.8
LOW 516.0
0.618 508.5
1.000 503.8
1.618 496.0
2.618 483.8
4.250 463.5
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 523.8 521.0
PP 523.0 517.5
S1 522.3 514.3

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

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