ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	390.0	386.7	-3.3	-0.8%	349.6
High	398.8	404.7	5.9	1.5%	393.8
Low	382.0	380.7	-1.3	-0.3%	339.5
Close	386.0	403.3	17.3	4.5%	391.6
Range	16.8	24.0	7.2	42.9%	54.3
ATR	16.1	16.7	0.6	3.5%	0.0
Volume	181,213	243,359	62,146	34.3%	281,077

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	468.3	459.8	416.5
R3	444.3	435.8	410.0
R2	420.3	420.3	407.8
R1	411.8	411.8	405.5	416.0
PP	396.3	396.3	396.3	398.3
S1	387.8	387.8	401.0	392.0
S2	372.3	372.3	399.0
S3	348.3	363.8	396.8
S4	324.3	339.8	390.0

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	537.8	519.0	421.5
R3	483.5	464.8	406.5
R2	429.3	429.3	401.5
R1	410.5	410.5	396.5	419.8
PP	375.0	375.0	375.0	379.8
S1	356.3	356.3	386.5	365.5
S2	320.8	320.8	381.8
S3	266.3	301.8	376.8
S4	212.0	247.5	361.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	404.7	356.9	47.8	11.9%	19.5	4.8%	97%	True	False	140,870
10	404.7	339.5	65.2	16.2%	17.5	4.3%	98%	True	False	70,920
20	432.0	339.5	92.5	22.9%	14.8	3.6%	69%	False	False	35,520

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	506.8
2.618	467.5
1.618	443.5
1.000	428.8
0.618	419.5
HIGH	404.8
0.618	395.5
0.500	392.8
0.382	389.8
LOW	380.8
0.618	365.8
1.000	356.8
1.618	341.8
2.618	317.8
4.250	278.8

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	399.8	399.8
PP	396.3	396.3
S1	392.8	392.8

Download as Excel Spreadsheet

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

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