ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 21-Apr-2009

Day Change Summary
	Previous	Current
	20-Apr-2009	21-Apr-2009	Change	Change %	Previous Week
Open	467.0	454.2	-12.8	-2.7%	455.0
High	467.3	466.6	-0.7	-0.1%	476.9
Low	449.0	447.2	-1.8	-0.4%	448.4
Close	452.4	465.2	12.8	2.8%	473.9
Range	18.3	19.4	1.1	6.0%	28.5
ATR	15.2	15.5	0.3	2.0%	0.0
Volume	38	16	-22	-57.9%	1,558

Daily Pivots for day following 21-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	517.8	511.0	475.8
R3	498.5	491.5	470.5
R2	479.0	479.0	468.8
R1	472.3	472.3	467.0	475.5
PP	459.8	459.8	459.8	461.5
S1	452.8	452.8	463.5	456.3
S2	440.3	440.3	461.8
S3	420.8	433.3	459.8
S4	401.5	414.0	454.5

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	447.2	29.7	6.4%	15.0	3.2%	61%	False	True	166
10	476.9	431.9	45.0	9.7%	13.8	2.9%	74%	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	2.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	549.0
2.618	517.5
1.618	498.0
1.000	486.0
0.618	478.5
HIGH	466.5
0.618	459.3
0.500	457.0
0.382	454.5
LOW	447.3
0.618	435.3
1.000	427.8
1.618	415.8
2.618	396.5
4.250	364.8

Fisher Pivots for day following 21-Apr-2009
Pivot	1 day	3 day
R1	462.5	464.3
PP	459.8	463.0
S1	457.0	462.0

Download as Excel Spreadsheet

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

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