ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 17-Apr-2009

Day Change Summary
	Previous	Current
	16-Apr-2009	17-Apr-2009	Change	Change %	Previous Week
Open	458.0	469.1	11.1	2.4%	464.1
High	475.9	481.6	5.7	1.2%	481.6
Low	453.3	467.1	13.8	3.0%	447.5
Close	470.9	476.4	5.5	1.2%	476.4
Range	22.6	14.5	-8.1	-35.8%	34.1
ATR	19.2	18.9	-0.3	-1.7%	0.0
Volume	135,764	173,551	37,787	27.8%	720,183

Daily Pivots for day following 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	518.5	512.0	484.5
R3	504.0	497.5	480.5
R2	489.5	489.5	479.0
R1	483.0	483.0	477.8	486.3
PP	475.0	475.0	475.0	476.8
S1	468.5	468.5	475.0	471.8
S2	460.5	460.5	473.8
S3	446.0	454.0	472.5
S4	431.5	439.5	468.5

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	570.8	557.8	495.3
R3	536.8	523.5	485.8
R2	502.5	502.5	482.8
R1	489.5	489.5	479.5	496.0
PP	468.5	468.5	468.5	471.8
S1	455.5	455.5	473.3	462.0
S2	434.5	434.5	470.3
S3	400.3	421.3	467.0
S4	366.3	387.3	457.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	481.6	447.5	34.1	7.2%	16.0	3.3%	85%	True	False	144,036
10	481.6	424.4	57.2	12.0%	18.5	3.9%	91%	True	False	142,466
20	481.6	395.6	86.0	18.1%	20.3	4.2%	94%	True	False	151,382
40	481.6	339.5	142.1	29.8%	18.0	3.8%	96%	True	False	105,377

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	543.3
2.618	519.5
1.618	505.0
1.000	496.0
0.618	490.5
HIGH	481.5
0.618	476.0
0.500	474.3
0.382	472.8
LOW	467.0
0.618	458.3
1.000	452.5
1.618	443.8
2.618	429.3
4.250	405.5

Fisher Pivots for day following 17-Apr-2009
Pivot	1 day	3 day
R1	475.8	472.5
PP	475.0	468.5
S1	474.3	464.5

Download as Excel Spreadsheet

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

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