ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
25-May-2009 26-May-2009 Change Change % Previous Week
Open 472.5 477.2 4.7 1.0% 479.0
High 472.5 496.9 24.4 5.2% 502.1
Low 472.5 477.2 4.7 1.0% 471.4
Close 473.4 495.6 22.2 4.7% 473.4
Range 0.0 19.7 19.7 30.7
ATR 13.0 13.7 0.8 5.8% 0.0
Volume 42 1 -41 -97.6% 3,798
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 549.0 542.0 506.5
R3 529.3 522.3 501.0
R2 509.5 509.5 499.3
R1 502.5 502.5 497.5 506.0
PP 490.0 490.0 490.0 491.8
S1 483.0 483.0 493.8 486.5
S2 470.3 470.3 492.0
S3 450.5 463.3 490.3
S4 430.8 443.5 484.8
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 574.5 554.5 490.3
R3 543.8 524.0 481.8
R2 513.0 513.0 479.0
R1 493.3 493.3 476.3 487.8
PP 482.3 482.3 482.3 479.5
S1 462.5 462.5 470.5 457.0
S2 451.5 451.5 467.8
S3 421.0 431.8 465.0
S4 390.3 401.0 456.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 502.1 471.4 30.7 6.2% 11.3 2.3% 79% False False 429
10 502.1 468.5 33.6 6.8% 10.8 2.2% 81% False False 2,110
20 506.6 468.5 38.1 7.7% 11.3 2.3% 71% False False 1,290
40 506.6 412.5 94.1 19.0% 12.3 2.4% 88% False False 720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 580.5
2.618 548.5
1.618 528.8
1.000 516.5
0.618 509.0
HIGH 497.0
0.618 489.3
0.500 487.0
0.382 484.8
LOW 477.3
0.618 465.0
1.000 457.5
1.618 445.3
2.618 425.8
4.250 393.5
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 492.8 492.0
PP 490.0 488.3
S1 487.0 484.8

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

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