ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 525.4 526.3 0.9 0.2% 502.1
High 531.6 531.5 -0.1 0.0% 541.9
Low 519.1 522.5 3.4 0.7% 499.6
Close 525.2 526.6 1.4 0.3% 530.5
Range 12.5 9.0 -3.5 -28.0% 42.3
ATR 16.7 16.2 -0.6 -3.3% 0.0
Volume 139,884 128,841 -11,043 -7.9% 673,548
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 553.8 549.3 531.5
R3 544.8 540.3 529.0
R2 535.8 535.8 528.3
R1 531.3 531.3 527.5 533.5
PP 526.8 526.8 526.8 528.0
S1 522.3 522.3 525.8 524.5
S2 517.8 517.8 525.0
S3 508.8 513.3 524.0
S4 499.8 504.3 521.8
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
5 541.9 516.1 25.8 4.9% 12.5 2.4% 41% False False 132,462
10 541.9 479.5 62.4 11.8% 14.5 2.7% 75% False False 139,783
20 541.9 469.2 72.7 13.8% 16.8 3.2% 79% False False 133,475
40 541.9 447.5 94.4 17.9% 17.3 3.3% 84% False False 142,345
60 541.9 380.7 161.2 30.6% 18.3 3.5% 91% False False 150,686
80 541.9 339.5 202.4 38.4% 17.0 3.2% 92% False False 116,588
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Narrowest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 569.8
2.618 555.0
1.618 546.0
1.000 540.5
0.618 537.0
HIGH 531.5
0.618 528.0
0.500 527.0
0.382 526.0
LOW 522.5
0.618 517.0
1.000 513.5
1.618 508.0
2.618 499.0
4.250 484.3
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 527.0 530.5
PP 526.8 529.3
S1 526.8 528.0

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

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