ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 30-Mar-2009

Day Change Summary
	Previous	Current
	27-Mar-2009	30-Mar-2009	Change	Change %	Previous Week
Open	441.9	427.2	-14.7	-3.3%	399.3
High	442.5	429.0	-13.5	-3.1%	445.2
Low	426.6	406.1	-20.5	-4.8%	399.2
Close	428.9	414.8	-14.1	-3.3%	428.9
Range	15.9	22.9	7.0	44.0%	46.0
ATR	18.9	19.2	0.3	1.5%	0.0
Volume	185,682	137,130	-48,552	-26.1%	834,367

Daily Pivots for day following 30-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	485.3	473.0	427.5
R3	462.5	450.0	421.0
R2	439.5	439.5	419.0
R1	427.3	427.3	417.0	422.0
PP	416.8	416.8	416.8	414.0
S1	404.3	404.3	412.8	399.0
S2	393.8	393.8	410.5
S3	370.8	381.3	408.5
S4	348.0	358.5	402.3

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	562.5	541.8	454.3
R3	516.5	495.8	441.5
R2	470.5	470.5	437.3
R1	449.8	449.8	433.0	460.0
PP	424.5	424.5	424.5	429.5
S1	403.8	403.8	424.8	414.0
S2	378.5	378.5	420.5
S3	332.5	357.8	416.3
S4	286.5	311.8	403.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	445.2	406.1	39.1	9.4%	20.0	4.8%	22%	False	True	165,012
10	445.2	380.7	64.5	15.5%	21.8	5.2%	53%	False	False	187,697
20	445.2	339.5	105.7	25.5%	19.0	4.6%	71%	False	False	117,147
40	468.5	339.5	129.0	31.1%	14.5	3.5%	58%	False	False	58,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	4.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	526.3
2.618	489.0
1.618	466.0
1.000	452.0
0.618	443.3
HIGH	429.0
0.618	420.3
0.500	417.5
0.382	414.8
LOW	406.0
0.618	392.0
1.000	383.3
1.618	369.0
2.618	346.3
4.250	308.8

Fisher Pivots for day following 30-Mar-2009
Pivot	1 day	3 day
R1	417.5	425.8
PP	416.8	422.0
S1	415.8	418.5

Download as Excel Spreadsheet

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

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