ICE Russell 2000 Mini Future September 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	453.7	471.1	17.4	3.8%	455.0
High	471.9	476.9	5.0	1.1%	476.9
Low	452.5	467.2	14.7	3.2%	448.4
Close	468.4	473.9	5.5	1.2%	473.9
Range	19.4	9.7	-9.7	-50.0%	28.5
ATR	14.8	14.5	-0.4	-2.5%	0.0
Volume	14	38	24	171.4%	1,558

Daily Pivots for day following 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	501.8	497.5	479.3
R3	492.0	487.8	476.5
R2	482.3	482.3	475.8
R1	478.3	478.3	474.8	480.3
PP	472.8	472.8	472.8	473.8
S1	468.5	468.5	473.0	470.5
S2	463.0	463.0	472.0
S3	453.3	458.8	471.3
S4	443.5	449.0	468.5

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	552.0	541.5	489.5
R3	523.5	513.0	481.8
R2	495.0	495.0	479.0
R1	484.5	484.5	476.5	489.8
PP	466.5	466.5	466.5	469.0
S1	456.0	456.0	471.3	461.3
S2	438.0	438.0	468.8
S3	409.5	427.5	466.0
S4	381.0	399.0	458.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	476.9	448.4	28.5	6.0%	12.8	2.7%	89%	True	False	311
10	476.9	431.9	45.0	9.5%	12.0	2.5%	93%	True	False	160

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	1.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	518.0
2.618	502.3
1.618	492.5
1.000	486.5
0.618	483.0
HIGH	477.0
0.618	473.3
0.500	472.0
0.382	471.0
LOW	467.3
0.618	461.3
1.000	457.5
1.618	451.5
2.618	441.8
4.250	426.0

Fisher Pivots for day following 17-Apr-2009
Pivot	1 day	3 day
R1	473.3	470.3
PP	472.8	466.5
S1	472.0	462.8

Download as Excel Spreadsheet

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

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