ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 504.9 508.0 3.1 0.6% 520.1
High 509.4 515.3 5.9 1.2% 521.0
Low 499.1 507.0 7.9 1.6% 496.3
Close 507.5 510.8 3.3 0.7% 510.8
Range 10.3 8.3 -2.0 -19.4% 24.7
ATR 13.5 13.1 -0.4 -2.7% 0.0
Volume 211,371 142,441 -68,930 -32.6% 903,723
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 536.0 531.8 515.3
R3 527.8 523.3 513.0
R2 519.3 519.3 512.3
R1 515.0 515.0 511.5 517.3
PP 511.0 511.0 511.0 512.0
S1 506.8 506.8 510.0 509.0
S2 502.8 502.8 509.3
S3 494.5 498.5 508.5
S4 486.3 490.3 506.3
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 583.5 571.8 524.5
R3 558.8 547.3 517.5
R2 534.0 534.0 515.3
R1 522.5 522.5 513.0 516.0
PP 509.3 509.3 509.3 506.0
S1 497.8 497.8 508.5 491.3
S2 484.8 484.8 506.3
S3 460.0 473.0 504.0
S4 435.3 448.3 497.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 521.0 496.3 24.7 4.8% 13.0 2.5% 59% False False 180,744
10 532.6 496.3 36.3 7.1% 12.5 2.4% 40% False False 116,394
20 539.5 472.5 67.0 13.1% 12.8 2.5% 57% False False 58,746
40 539.5 460.7 78.8 15.4% 12.0 2.4% 64% False False 30,020
60 539.5 407.0 132.5 25.9% 12.3 2.4% 78% False False 20,073
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 550.5
2.618 537.0
1.618 528.8
1.000 523.5
0.618 520.5
HIGH 515.3
0.618 512.3
0.500 511.3
0.382 510.3
LOW 507.0
0.618 501.8
1.000 498.8
1.618 493.5
2.618 485.3
4.250 471.8
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 511.3 509.3
PP 511.0 507.5
S1 511.0 505.8

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

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