ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 06-Apr-2009

Day Change Summary
	Previous	Current
	03-Apr-2009	06-Apr-2009	Change	Change %	Previous Week
Open	449.7	455.9	6.2	1.4%	427.2
High	457.6	462.0	4.4	1.0%	457.6
Low	442.0	438.7	-3.3	-0.7%	406.1
Close	456.4	446.3	-10.1	-2.2%	456.4
Range	15.6	23.3	7.7	49.4%	51.5
ATR	19.3	19.6	0.3	1.5%	0.0
Volume	188,599	127,256	-61,343	-32.5%	772,232

Daily Pivots for day following 06-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	519.0	506.0	459.0
R3	495.5	482.5	452.8
R2	472.3	472.3	450.5
R1	459.3	459.3	448.5	454.3
PP	449.0	449.0	449.0	446.5
S1	436.0	436.0	444.3	430.8
S2	425.8	425.8	442.0
S3	402.5	412.8	440.0
S4	379.0	389.5	433.5

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	594.5	577.0	484.8
R3	543.0	525.5	470.5
R2	491.5	491.5	465.8
R1	474.0	474.0	461.0	482.8
PP	440.0	440.0	440.0	444.5
S1	422.5	422.5	451.8	431.3
S2	388.5	388.5	447.0
S3	337.0	371.0	442.3
S4	285.5	319.5	428.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	462.0	409.7	52.3	11.7%	20.5	4.6%	70%	True	False	152,471
10	462.0	406.1	55.9	12.5%	20.3	4.5%	72%	True	False	158,741
20	462.0	339.5	122.5	27.4%	20.3	4.5%	87%	True	False	155,081
40	467.9	339.5	128.4	28.8%	16.3	3.7%	83%	False	False	77,676

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	3.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	561.0
2.618	523.0
1.618	499.8
1.000	485.3
0.618	476.5
HIGH	462.0
0.618	453.0
0.500	450.3
0.382	447.5
LOW	438.8
0.618	424.3
1.000	415.5
1.618	401.0
2.618	377.8
4.250	339.8

Fisher Pivots for day following 06-Apr-2009
Pivot	1 day	3 day
R1	450.3	445.8
PP	449.0	445.0
S1	447.8	444.3

Download as Excel Spreadsheet

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

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