ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 525.3 524.7 -0.6 -0.1% 525.4
High 533.5 527.2 -6.3 -1.2% 535.5
Low 521.9 517.7 -4.2 -0.8% 514.7
Close 523.8 524.8 1.0 0.2% 524.8
Range 11.6 9.5 -2.1 -18.1% 20.8
ATR 16.1 15.7 -0.5 -2.9% 0.0
Volume 179,884 136,545 -43,339 -24.1% 727,554
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 551.8 547.8 530.0
R3 542.3 538.3 527.5
R2 532.8 532.8 526.5
R1 528.8 528.8 525.8 530.8
PP 523.3 523.3 523.3 524.3
S1 519.3 519.3 524.0 521.3
S2 513.8 513.8 523.0
S3 504.3 509.8 522.3
S4 494.8 500.3 519.5
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 587.5 577.0 536.3
R3 566.5 556.0 530.5
R2 545.8 545.8 528.5
R1 535.3 535.3 526.8 530.3
PP 525.0 525.0 525.0 522.5
S1 514.5 514.5 523.0 509.3
S2 504.3 504.3 521.0
S3 483.5 493.8 519.0
S4 462.5 473.0 513.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 535.5 514.7 20.8 4.0% 12.8 2.4% 49% False False 145,510
10 541.9 499.6 42.3 8.1% 14.0 2.7% 60% False False 140,110
20 541.9 469.6 72.3 13.8% 15.5 2.9% 76% False False 134,583
40 541.9 448.5 93.4 17.8% 17.0 3.2% 82% False False 143,604
60 541.9 395.6 146.3 27.9% 18.0 3.4% 88% False False 147,226
80 541.9 339.5 202.4 38.6% 17.3 3.3% 92% False False 122,322
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 567.5
2.618 552.0
1.618 542.5
1.000 536.8
0.618 533.0
HIGH 527.3
0.618 523.5
0.500 522.5
0.382 521.3
LOW 517.8
0.618 511.8
1.000 508.3
1.618 502.3
2.618 492.8
4.250 477.3
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 524.0 525.0
PP 523.3 525.0
S1 522.5 525.0

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

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