ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 07-Apr-2009

Day Change Summary
	Previous	Current
	06-Apr-2009	07-Apr-2009	Change	Change %	Previous Week
Open	449.0	436.6	-12.4	-2.8%	409.0
High	449.0	440.3	-8.7	-1.9%	454.0
Low	438.0	431.9	-6.1	-1.4%	407.0
Close	444.1	429.6	-14.5	-3.3%	454.2
Range	11.0	8.4	-2.6	-23.6%	47.0
ATR
Volume	11	9	-2	-18.2%	1,380

Daily Pivots for day following 07-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	459.3	452.8	434.3
R3	450.8	444.3	432.0
R2	442.3	442.3	431.3
R1	436.0	436.0	430.3	435.0
PP	434.0	434.0	434.0	433.5
S1	427.5	427.5	428.8	426.5
S2	425.5	425.5	428.0
S3	417.3	419.3	427.3
S4	408.8	410.8	425.0

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	579.5	563.8	480.0
R3	532.5	516.8	467.0
R2	485.5	485.5	462.8
R1	469.8	469.8	458.5	477.5
PP	438.5	438.5	438.5	442.3
S1	422.8	422.8	450.0	430.5
S2	391.5	391.5	445.5
S3	344.5	375.8	441.3
S4	297.5	328.8	428.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	454.0	418.0	36.0	8.4%	10.3	2.4%	32%	False	False	208
10	454.0	405.3	48.7	11.3%	10.5	2.4%	50%	False	False	368

Crabel Price Patterns
NR	True
NR4	True
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	1.1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	476.0
2.618	462.3
1.618	454.0
1.000	448.8
0.618	445.5
HIGH	440.3
0.618	437.0
0.500	436.0
0.382	435.0
LOW	432.0
0.618	426.8
1.000	423.5
1.618	418.3
2.618	410.0
4.250	396.3

Fisher Pivots for day following 07-Apr-2009
Pivot	1 day	3 day
R1	436.0	443.0
PP	434.0	438.5
S1	431.8	434.0

Download as Excel Spreadsheet

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

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