ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 09-Apr-2009

Day Change Summary
	Previous	Current
	08-Apr-2009	09-Apr-2009	Change	Change %	Previous Week
Open	426.9	438.8	11.9	2.8%	427.2
High	441.1	468.6	27.5	6.2%	457.6
Low	424.4	438.8	14.4	3.4%	406.1
Close	438.7	465.4	26.7	6.1%	456.4
Range	16.7	29.8	13.1	78.4%	51.5
ATR	19.4	20.1	0.8	3.9%	0.0
Volume	130,696	128,367	-2,329	-1.8%	772,232

Daily Pivots for day following 09-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	547.0	536.0	481.8
R3	517.3	506.3	473.5
R2	487.5	487.5	470.8
R1	476.5	476.5	468.3	482.0
PP	457.5	457.5	457.5	460.3
S1	446.5	446.5	462.8	452.0
S2	427.8	427.8	460.0
S3	398.0	416.8	457.3
S4	368.3	387.0	449.0

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	468.6	424.4	44.2	9.5%	21.0	4.5%	93%	True	False	140,896
10	468.6	406.1	62.5	13.4%	20.8	4.4%	95%	True	False	147,379
20	468.6	380.7	87.9	18.9%	20.5	4.4%	96%	True	False	170,866
40	468.6	339.5	129.1	27.7%	17.0	3.6%	98%	True	False	87,378

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	3.0
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	595.3
2.618	546.5
1.618	516.8
1.000	498.5
0.618	487.0
HIGH	468.5
0.618	457.3
0.500	453.8
0.382	450.3
LOW	438.8
0.618	420.5
1.000	409.0
1.618	390.5
2.618	360.8
4.250	312.3

Fisher Pivots for day following 09-Apr-2009
Pivot	1 day	3 day
R1	461.5	459.0
PP	457.5	452.8
S1	453.8	446.5

Download as Excel Spreadsheet

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

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