ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 508.0 509.7 1.7 0.3% 520.1
High 515.3 512.5 -2.8 -0.5% 521.0
Low 507.0 490.1 -16.9 -3.3% 496.3
Close 510.8 493.1 -17.7 -3.5% 510.8
Range 8.3 22.4 14.1 169.9% 24.7
ATR 13.1 13.8 0.7 5.1% 0.0
Volume 142,441 114,959 -27,482 -19.3% 903,723
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 565.8 551.8 505.5
R3 543.3 529.5 499.3
R2 521.0 521.0 497.3
R1 507.0 507.0 495.3 502.8
PP 498.5 498.5 498.5 496.5
S1 484.8 484.8 491.0 480.5
S2 476.3 476.3 489.0
S3 453.8 462.3 487.0
S4 431.3 439.8 480.8
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
5 515.3 490.1 25.2 5.1% 14.0 2.8% 12% False True 172,446
10 532.6 490.1 42.5 8.6% 13.5 2.7% 7% False True 127,701
20 539.5 477.2 62.3 12.6% 13.8 2.8% 26% False False 64,492
40 539.5 460.7 78.8 16.0% 12.3 2.5% 41% False False 32,894
60 539.5 407.0 132.5 26.9% 12.5 2.5% 65% False False 21,983
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 3.0
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 607.8
2.618 571.3
1.618 548.8
1.000 535.0
0.618 526.3
HIGH 512.5
0.618 504.0
0.500 501.3
0.382 498.8
LOW 490.0
0.618 476.3
1.000 467.8
1.618 453.8
2.618 431.5
4.250 395.0
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 501.3 502.8
PP 498.5 499.5
S1 495.8 496.3

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

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