ICE Russell 2000 Mini Future September 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	471.1	467.0	-4.1	-0.9%	455.0
High	476.9	467.3	-9.6	-2.0%	476.9
Low	467.2	449.0	-18.2	-3.9%	448.4
Close	473.9	452.4	-21.5	-4.5%	473.9
Range	9.7	18.3	8.6	88.7%	28.5
ATR	14.5	15.2	0.7	5.1%	0.0
Volume	38	38	0	0.0%	1,558

Daily Pivots for day following 20-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	511.3	500.0	462.5
R3	492.8	481.8	457.5
R2	474.5	474.5	455.8
R1	463.5	463.5	454.0	459.8
PP	456.3	456.3	456.3	454.5
S1	445.3	445.3	450.8	441.5
S2	438.0	438.0	449.0
S3	419.8	426.8	447.3
S4	401.3	408.5	442.3

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	6.3%	14.3	3.1%	14%	False	False	317
10	476.9	431.9	45.0	9.9%	12.8	2.8%	46%	False	False	163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	545.0
2.618	515.3
1.618	497.0
1.000	485.5
0.618	478.5
HIGH	467.3
0.618	460.3
0.500	458.3
0.382	456.0
LOW	449.0
0.618	437.8
1.000	430.8
1.618	419.5
2.618	401.0
4.250	371.3

Fisher Pivots for day following 20-Apr-2009
Pivot	1 day	3 day
R1	458.3	463.0
PP	456.3	459.5
S1	454.3	456.0

Download as Excel Spreadsheet

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

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