ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 531.4 525.4 -6.0 -1.1% 502.1
High 541.9 531.6 -10.3 -1.9% 541.9
Low 525.6 519.1 -6.5 -1.2% 499.6
Close 530.5 525.2 -5.3 -1.0% 530.5
Range 16.3 12.5 -3.8 -23.3% 42.3
ATR 17.0 16.7 -0.3 -1.9% 0.0
Volume 118,034 139,884 21,850 18.5% 673,548
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 562.8 556.5 532.0
R3 550.3 544.0 528.8
R2 537.8 537.8 527.5
R1 531.5 531.5 526.3 528.5
PP 525.3 525.3 525.3 523.8
S1 519.0 519.0 524.0 516.0
S2 512.8 512.8 523.0
S3 500.3 506.5 521.8
S4 487.8 494.0 518.3
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 651.0 633.0 553.8
R3 608.5 590.8 542.3
R2 566.3 566.3 538.3
R1 548.5 548.5 534.5 557.3
PP 524.0 524.0 524.0 528.5
S1 506.0 506.0 526.5 515.0
S2 481.8 481.8 522.8
S3 439.5 463.8 518.8
S4 397.0 421.5 507.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 541.9 515.0 26.9 5.1% 13.5 2.6% 38% False False 135,543
10 541.9 469.6 72.3 13.8% 16.5 3.2% 77% False False 127,066
20 541.9 469.2 72.7 13.8% 16.8 3.2% 77% False False 136,254
40 541.9 447.5 94.4 18.0% 17.3 3.3% 82% False False 142,578
60 541.9 380.7 161.2 30.7% 18.3 3.5% 90% False False 152,008
80 541.9 339.5 202.4 38.5% 17.0 3.3% 92% False False 114,978
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 4.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 584.8
2.618 564.3
1.618 551.8
1.000 544.0
0.618 539.3
HIGH 531.5
0.618 526.8
0.500 525.3
0.382 524.0
LOW 519.0
0.618 511.5
1.000 506.5
1.618 499.0
2.618 486.5
4.250 466.0
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 525.3 530.5
PP 525.3 528.8
S1 525.3 527.0

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

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