ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 09-Apr-2009

Day Change Summary
	Previous	Current
	08-Apr-2009	09-Apr-2009	Change	Change %	Previous Week
Open	436.0	440.3	4.3	1.0%	409.0
High	436.7	464.0	27.3	6.3%	454.0
Low	433.7	440.3	6.6	1.5%	407.0
Close	436.4	463.1	26.7	6.1%	454.2
Range	3.0	23.7	20.7	690.0%	47.0
ATR
Volume	6	10	4	66.7%	1,380

Daily Pivots for day following 09-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	527.0	518.8	476.3
R3	503.3	495.0	469.5
R2	479.5	479.5	467.5
R1	471.3	471.3	465.3	475.5
PP	455.8	455.8	455.8	457.8
S1	447.5	447.5	461.0	451.8
S2	432.0	432.0	458.8
S3	408.5	424.0	456.5
S4	384.8	400.3	450.0

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	464.0	431.9	32.1	6.9%	11.5	2.5%	97%	True	False	9
10	464.0	407.0	57.0	12.3%	9.8	2.1%	98%	True	False	176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.0
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	564.8
2.618	526.0
1.618	502.3
1.000	487.8
0.618	478.8
HIGH	464.0
0.618	455.0
0.500	452.3
0.382	449.3
LOW	440.3
0.618	425.8
1.000	416.5
1.618	402.0
2.618	378.3
4.250	339.5

Fisher Pivots for day following 09-Apr-2009
Pivot	1 day	3 day
R1	459.5	458.0
PP	455.8	453.0
S1	452.3	448.0

Download as Excel Spreadsheet

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

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