ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 20-Apr-2009

Day Change Summary
	Previous	Current
	17-Apr-2009	20-Apr-2009	Change	Change %	Previous Week
Open	469.1	475.6	6.5	1.4%	464.1
High	481.6	475.6	-6.0	-1.2%	481.6
Low	467.1	450.7	-16.4	-3.5%	447.5
Close	476.4	454.8	-21.6	-4.5%	476.4
Range	14.5	24.9	10.4	71.7%	34.1
ATR	18.9	19.4	0.5	2.6%	0.0
Volume	173,551	130,328	-43,223	-24.9%	720,183

Daily Pivots for day following 20-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	535.0	519.8	468.5
R3	510.3	495.0	461.8
R2	485.3	485.3	459.3
R1	470.0	470.0	457.0	465.3
PP	460.3	460.3	460.3	458.0
S1	445.3	445.3	452.5	440.3
S2	435.5	435.5	450.3
S3	410.5	420.3	448.0
S4	385.8	395.3	441.0

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	7.5%	18.3	4.0%	21%	False	False	142,468
10	481.6	424.4	57.2	12.6%	19.3	4.3%	53%	False	False	136,639
20	481.6	399.2	82.4	18.1%	20.5	4.5%	67%	False	False	148,649
40	481.6	339.5	142.1	31.2%	18.5	4.1%	81%	False	False	108,634

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.8
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	581.5
2.618	540.8
1.618	516.0
1.000	500.5
0.618	491.0
HIGH	475.5
0.618	466.0
0.500	463.3
0.382	460.3
LOW	450.8
0.618	435.3
1.000	425.8
1.618	410.5
2.618	385.5
4.250	345.0

Fisher Pivots for day following 20-Apr-2009
Pivot	1 day	3 day
R1	463.3	466.3
PP	460.3	462.3
S1	457.5	458.5

Download as Excel Spreadsheet

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

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