ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 02-Apr-2009

Day Change Summary
	Previous	Current
	01-Apr-2009	02-Apr-2009	Change	Change %	Previous Week
Open	416.1	427.5	11.4	2.7%	399.3
High	428.3	454.2	25.9	6.0%	445.2
Low	409.7	426.7	17.0	4.1%	399.2
Close	426.7	450.2	23.5	5.5%	428.9
Range	18.6	27.5	8.9	47.8%	46.0
ATR	19.0	19.6	0.6	3.2%	0.0
Volume	154,862	148,368	-6,494	-4.2%	834,367

Daily Pivots for day following 02-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	526.3	515.8	465.3
R3	498.8	488.3	457.8
R2	471.3	471.3	455.3
R1	460.8	460.8	452.8	466.0
PP	443.8	443.8	443.8	446.3
S1	433.3	433.3	447.8	438.5
S2	416.3	416.3	445.3
S3	388.8	405.8	442.8
S4	361.3	378.3	435.0

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	454.2	406.1	48.1	10.7%	20.5	4.5%	92%	True	False	153,863
10	454.2	395.6	58.6	13.0%	22.0	4.9%	93%	True	False	160,299
20	454.2	339.5	114.7	25.5%	20.0	4.4%	97%	True	False	139,409
40	468.5	339.5	129.0	28.7%	15.8	3.5%	86%	False	False	69,780

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	2.9
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	571.0
2.618	526.3
1.618	498.8
1.000	481.8
0.618	471.3
HIGH	454.3
0.618	443.8
0.500	440.5
0.382	437.3
LOW	426.8
0.618	409.8
1.000	399.3
1.618	382.3
2.618	354.8
4.250	309.8

Fisher Pivots for day following 02-Apr-2009
Pivot	1 day	3 day
R1	447.0	444.0
PP	443.8	438.0
S1	440.5	432.0

Download as Excel Spreadsheet

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

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