ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 01-Apr-2009

Day Change Summary
	Previous	Current
	31-Mar-2009	01-Apr-2009	Change	Change %	Previous Week
Open	416.5	416.1	-0.4	-0.1%	399.3
High	431.8	428.3	-3.5	-0.8%	445.2
Low	414.3	409.7	-4.6	-1.1%	399.2
Close	421.3	426.7	5.4	1.3%	428.9
Range	17.5	18.6	1.1	6.3%	46.0
ATR	19.0	19.0	0.0	-0.2%	0.0
Volume	143,273	154,862	11,589	8.1%	834,367

Daily Pivots for day following 01-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	477.3	470.8	437.0
R3	458.8	452.0	431.8
R2	440.3	440.3	430.0
R1	433.5	433.5	428.5	436.8
PP	421.5	421.5	421.5	423.3
S1	414.8	414.8	425.0	418.3
S2	403.0	403.0	423.3
S3	384.3	396.3	421.5
S4	365.8	377.8	416.5

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	9.2%	18.8	4.4%	53%	False	False	161,770
10	445.2	395.6	49.6	11.6%	20.5	4.8%	63%	False	False	168,992
20	445.2	339.5	105.7	24.8%	19.3	4.5%	82%	False	False	132,036
40	468.5	339.5	129.0	30.2%	15.0	3.5%	68%	False	False	66,079

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	3.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	507.3
2.618	477.0
1.618	458.5
1.000	447.0
0.618	439.8
HIGH	428.3
0.618	421.3
0.500	419.0
0.382	416.8
LOW	409.8
0.618	398.3
1.000	391.0
1.618	379.5
2.618	361.0
4.250	330.8

Fisher Pivots for day following 01-Apr-2009
Pivot	1 day	3 day
R1	424.3	424.0
PP	421.5	421.5
S1	419.0	419.0

Download as Excel Spreadsheet

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

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