ICE Russell 2000 Mini Future September 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	448.4	453.7	5.3	1.2%	449.0
High	457.1	471.9	14.8	3.2%	464.0
Low	448.4	452.5	4.1	0.9%	431.9
Close	455.7	468.4	12.7	2.8%	463.1
Range	8.7	19.4	10.7	123.0%	32.1
ATR	14.5	14.8	0.4	2.4%	0.0
Volume	726	14	-712	-98.1%	36

Daily Pivots for day following 16-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	522.5	514.8	479.0
R3	503.0	495.5	473.8
R2	483.8	483.8	472.0
R1	476.0	476.0	470.3	479.8
PP	464.3	464.3	464.3	466.3
S1	456.8	456.8	466.5	460.5
S2	444.8	444.8	464.8
S3	425.5	437.3	463.0
S4	406.0	417.8	457.8

Weekly Pivots for week ending 10-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	549.3	538.3	480.8
R3	517.3	506.3	472.0
R2	485.0	485.0	469.0
R1	474.0	474.0	466.0	479.5
PP	453.0	453.0	453.0	455.8
S1	442.0	442.0	460.3	447.5
S2	421.0	421.0	457.3
S3	388.8	410.0	454.3
S4	356.8	377.8	445.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	471.9	440.3	31.6	6.7%	15.5	3.3%	89%	True	False	306
10	471.9	431.9	40.0	8.5%	12.8	2.7%	91%	True	False	257

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	554.3
2.618	522.8
1.618	503.3
1.000	491.3
0.618	484.0
HIGH	472.0
0.618	464.5
0.500	462.3
0.382	460.0
LOW	452.5
0.618	440.5
1.000	433.0
1.618	421.0
2.618	401.8
4.250	370.0

Fisher Pivots for day following 16-Apr-2009
Pivot	1 day	3 day
R1	466.3	465.8
PP	464.3	463.0
S1	462.3	460.3

Download as Excel Spreadsheet

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

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