ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 23-Mar-2009

Day Change Summary
	Previous	Current
	20-Mar-2009	23-Mar-2009	Change	Change %	Previous Week
Open	410.2	399.3	-10.9	-2.7%	390.0
High	416.1	434.7	18.6	4.5%	422.1
Low	395.6	399.2	3.6	0.9%	380.7
Close	397.4	429.8	32.4	8.2%	397.4
Range	20.5	35.5	15.0	73.2%	41.4
ATR	17.1	18.6	1.4	8.4%	0.0
Volume	184,992	146,437	-38,555	-20.8%	1,086,691

Daily Pivots for day following 23-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	527.8	514.3	449.3
R3	492.3	478.8	439.5
R2	456.8	456.8	436.3
R1	443.3	443.3	433.0	450.0
PP	421.3	421.3	421.3	424.5
S1	407.8	407.8	426.5	414.5
S2	385.8	385.8	423.3
S3	350.3	372.3	420.0
S4	314.8	336.8	410.3

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	524.3	502.3	420.3
R3	482.8	460.8	408.8
R2	441.5	441.5	405.0
R1	419.5	419.5	401.3	430.5
PP	400.0	400.0	400.0	405.5
S1	378.0	378.0	393.5	389.0
S2	358.8	358.8	389.8
S3	317.3	336.8	386.0
S4	275.8	295.3	374.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	434.7	380.7	54.0	12.6%	23.3	5.4%	91%	True	False	210,383
10	434.7	339.5	95.2	22.1%	20.3	4.7%	95%	True	False	151,420
20	434.7	339.5	95.2	22.1%	17.8	4.1%	95%	True	False	75,940
40	468.5	339.5	129.0	30.0%	12.8	3.0%	70%	False	False	38,031

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	4.6
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	585.5
2.618	527.8
1.618	492.3
1.000	470.3
0.618	456.8
HIGH	434.8
0.618	421.3
0.500	417.0
0.382	412.8
LOW	399.3
0.618	377.3
1.000	363.8
1.618	341.8
2.618	306.3
4.250	248.3

Fisher Pivots for day following 23-Mar-2009
Pivot	1 day	3 day
R1	425.5	425.0
PP	421.3	420.0
S1	417.0	415.3

Download as Excel Spreadsheet

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

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