ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 14-Apr-2009

Day Change Summary
	Previous	Current
	13-Apr-2009	14-Apr-2009	Change	Change %	Previous Week
Open	464.1	464.1	0.0	0.0%	455.9
High	468.8	466.6	-2.2	-0.5%	468.6
Low	455.3	450.6	-4.7	-1.0%	424.4
Close	463.7	453.4	-10.3	-2.2%	465.4
Range	13.5	16.0	2.5	18.5%	44.2
ATR	19.7	19.4	-0.3	-1.3%	0.0
Volume	138,167	120,062	-18,105	-13.1%	515,885

Daily Pivots for day following 14-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	504.8	495.3	462.3
R3	488.8	479.3	457.8
R2	472.8	472.8	456.3
R1	463.3	463.3	454.8	460.0
PP	456.8	456.8	456.8	455.3
S1	447.3	447.3	452.0	444.0
S2	440.8	440.8	450.5
S3	424.8	431.3	449.0
S4	408.8	415.3	444.5

Weekly Pivots for week ending 10-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	585.5	569.5	489.8
R3	541.3	525.5	477.5
R2	497.0	497.0	473.5
R1	481.3	481.3	469.5	489.0
PP	452.8	452.8	452.8	456.8
S1	437.0	437.0	461.3	445.0
S2	408.5	408.5	457.3
S3	364.5	392.8	453.3
S4	320.3	348.5	441.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	468.8	424.4	44.4	9.8%	19.0	4.2%	65%	False	False	129,371
10	468.8	409.7	59.1	13.0%	19.8	4.4%	74%	False	False	140,921
20	468.8	380.7	88.1	19.4%	20.8	4.6%	83%	False	False	164,309
40	468.8	339.5	129.3	28.5%	17.0	3.8%	88%	False	False	93,830

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	True
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	534.5
2.618	508.5
1.618	492.5
1.000	482.5
0.618	476.5
HIGH	466.5
0.618	460.5
0.500	458.5
0.382	456.8
LOW	450.5
0.618	440.8
1.000	434.5
1.618	424.8
2.618	408.8
4.250	382.5

Fisher Pivots for day following 14-Apr-2009
Pivot	1 day	3 day
R1	458.5	453.8
PP	456.8	453.8
S1	455.3	453.5

Download as Excel Spreadsheet

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

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