ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 31-Mar-2009

Day Change Summary
	Previous	Current
	30-Mar-2009	31-Mar-2009	Change	Change %	Previous Week
Open	427.2	416.5	-10.7	-2.5%	399.3
High	429.0	431.8	2.8	0.7%	445.2
Low	406.1	414.3	8.2	2.0%	399.2
Close	414.8	421.3	6.5	1.6%	428.9
Range	22.9	17.5	-5.4	-23.6%	46.0
ATR	19.2	19.0	-0.1	-0.6%	0.0
Volume	137,130	143,273	6,143	4.5%	834,367

Daily Pivots for day following 31-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	475.0	465.8	431.0
R3	457.5	448.3	426.0
R2	440.0	440.0	424.5
R1	430.8	430.8	423.0	435.3
PP	422.5	422.5	422.5	424.8
S1	413.3	413.3	419.8	417.8
S2	405.0	405.0	418.0
S3	387.5	395.8	416.5
S4	370.0	378.3	411.8

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	9.3%	20.0	4.8%	39%	False	False	157,674
10	445.2	395.6	49.6	11.8%	21.0	5.0%	52%	False	False	177,688
20	445.2	339.5	105.7	25.1%	19.3	4.6%	77%	False	False	124,304
40	468.5	339.5	129.0	30.6%	14.8	3.5%	63%	False	False	62,218

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	3.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	506.3
2.618	477.5
1.618	460.0
1.000	449.3
0.618	442.5
HIGH	431.8
0.618	425.0
0.500	423.0
0.382	421.0
LOW	414.3
0.618	403.5
1.000	396.8
1.618	386.0
2.618	368.5
4.250	340.0

Fisher Pivots for day following 31-Mar-2009
Pivot	1 day	3 day
R1	423.0	424.3
PP	422.5	423.3
S1	422.0	422.3

Download as Excel Spreadsheet

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

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