ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 04-Jun-2009

Day Change Summary
	Previous	Current
	03-Jun-2009	04-Jun-2009	Change	Change %	Previous Week
Open	524.7	520.7	-4.0	-0.8%	472.5
High	525.9	528.8	2.9	0.6%	500.4
Low	514.2	517.4	3.2	0.6%	472.5
Close	521.6	527.9	6.3	1.2%	498.7
Range	11.7	11.4	-0.3	-2.6%	27.9
ATR	13.7	13.6	-0.2	-1.2%	0.0
Volume	1,172	2,443	1,271	108.4%	1,992

Daily Pivots for day following 04-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	559.0	554.8	534.3
R3	547.5	543.5	531.0
R2	536.0	536.0	530.0
R1	532.0	532.0	529.0	534.0
PP	524.8	524.8	524.8	525.8
S1	520.5	520.5	526.8	522.8
S2	513.3	513.3	525.8
S3	502.0	509.3	524.8
S4	490.5	497.8	521.8

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	574.3	564.3	514.0
R3	546.3	536.5	506.3
R2	518.5	518.5	503.8
R1	508.5	508.5	501.3	513.5
PP	490.5	490.5	490.5	493.0
S1	480.8	480.8	496.3	485.5
S2	462.8	462.8	493.5
S3	434.8	452.8	491.0
S4	406.8	424.8	483.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	528.8	488.0	40.8	7.7%	13.8	2.6%	98%	True	False	1,062
10	528.8	472.5	56.3	10.7%	11.8	2.2%	98%	True	False	724
20	528.8	468.5	60.3	11.4%	11.5	2.2%	99%	True	False	1,417
40	528.8	440.3	88.5	16.8%	12.8	2.4%	99%	True	False	872

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	1.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	577.3
2.618	558.8
1.618	547.3
1.000	540.3
0.618	535.8
HIGH	528.8
0.618	524.5
0.500	523.0
0.382	521.8
LOW	517.5
0.618	510.3
1.000	506.0
1.618	499.0
2.618	487.5
4.250	469.0

Fisher Pivots for day following 04-Jun-2009
Pivot	1 day	3 day
R1	526.3	525.8
PP	524.8	523.8
S1	523.0	521.5

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