ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 28-May-2009

Day Change Summary
	Previous	Current
	27-May-2009	28-May-2009	Change	Change %	Previous Week
Open	496.9	491.2	-5.7	-1.1%	479.0
High	499.4	491.6	-7.8	-1.6%	502.1
Low	487.6	478.6	-9.0	-1.8%	471.4
Close	487.1	487.4	0.3	0.1%	473.4
Range	11.8	13.0	1.2	10.2%	30.7
ATR	13.6	13.5	0.0	-0.3%	0.0
Volume	1,148	697	-451	-39.3%	3,798

Daily Pivots for day following 28-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	524.8	519.3	494.5
R3	511.8	506.3	491.0
R2	498.8	498.8	489.8
R1	493.3	493.3	488.5	489.5
PP	485.8	485.8	485.8	484.0
S1	480.3	480.3	486.3	476.5
S2	472.8	472.8	485.0
S3	459.8	467.3	483.8
S4	446.8	454.3	480.3

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	499.4	472.5	26.9	5.5%	10.0	2.1%	55%	False	False	386
10	502.1	469.7	32.4	6.6%	11.3	2.3%	55%	False	False	691
20	506.6	468.5	38.1	7.8%	11.5	2.3%	50%	False	False	1,370
40	506.6	431.9	74.7	15.3%	12.5	2.5%	74%	False	False	765

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	546.8
2.618	525.8
1.618	512.8
1.000	504.5
0.618	499.8
HIGH	491.5
0.618	486.8
0.500	485.0
0.382	483.5
LOW	478.5
0.618	470.5
1.000	465.5
1.618	457.5
2.618	444.5
4.250	423.3

Fisher Pivots for day following 28-May-2009
Pivot	1 day	3 day
R1	486.8	488.3
PP	485.8	488.0
S1	485.0	487.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols