ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 16-Apr-2009

Day Change Summary
	Previous	Current
	15-Apr-2009	16-Apr-2009	Change	Change %	Previous Week
Open	450.7	458.0	7.3	1.6%	455.9
High	460.5	475.9	15.4	3.3%	468.6
Low	447.5	453.3	5.8	1.3%	424.4
Close	458.2	470.9	12.7	2.8%	465.4
Range	13.0	22.6	9.6	73.8%	44.2
ATR	18.9	19.2	0.3	1.4%	0.0
Volume	152,639	135,764	-16,875	-11.1%	515,885

Daily Pivots for day following 16-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	534.5	525.3	483.3
R3	512.0	502.8	477.0
R2	489.3	489.3	475.0
R1	480.0	480.0	473.0	484.8
PP	466.8	466.8	466.8	469.0
S1	457.5	457.5	468.8	462.0
S2	444.0	444.0	466.8
S3	421.5	435.0	464.8
S4	399.0	412.3	458.5

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	475.9	438.8	37.1	7.9%	19.0	4.0%	87%	True	False	134,999
10	475.9	424.4	51.5	10.9%	19.8	4.2%	90%	True	False	139,948
20	475.9	395.6	80.3	17.1%	20.3	4.3%	94%	True	False	154,470
40	475.9	339.5	136.4	29.0%	17.8	3.8%	96%	True	False	101,041

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	572.0
2.618	535.0
1.618	512.5
1.000	498.5
0.618	489.8
HIGH	476.0
0.618	467.3
0.500	464.5
0.382	462.0
LOW	453.3
0.618	439.3
1.000	430.8
1.618	416.8
2.618	394.3
4.250	357.3

Fisher Pivots for day following 16-Apr-2009
Pivot	1 day	3 day
R1	468.8	467.8
PP	466.8	464.8
S1	464.5	461.8

Download as Excel Spreadsheet

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

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