ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 23-Apr-2009

Day Change Summary
	Previous	Current
	22-Apr-2009	23-Apr-2009	Change	Change %	Previous Week
Open	460.0	469.2	9.2	2.0%	455.0
High	477.4	470.7	-6.7	-1.4%	476.9
Low	459.5	456.6	-2.9	-0.6%	448.4
Close	463.2	463.4	0.2	0.0%	473.9
Range	17.9	14.1	-3.8	-21.2%	28.5
ATR	15.7	15.6	-0.1	-0.7%	0.0
Volume	58	120	62	106.9%	1,558

Daily Pivots for day following 23-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	505.8	498.8	471.3
R3	491.8	484.8	467.3
R2	477.8	477.8	466.0
R1	470.5	470.5	464.8	467.0
PP	463.5	463.5	463.5	461.8
S1	456.5	456.5	462.0	453.0
S2	449.5	449.5	460.8
S3	435.3	442.3	459.5
S4	421.3	428.3	455.8

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	477.4	447.2	30.2	6.5%	16.0	3.4%	54%	False	False	54
10	477.4	440.3	37.1	8.0%	15.8	3.4%	62%	False	False	180
20	477.4	407.0	70.4	15.2%	12.3	2.6%	80%	False	False	196

Crabel Price Patterns
NR	True
NR4	True
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	1.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	530.5
2.618	507.5
1.618	493.5
1.000	484.8
0.618	479.5
HIGH	470.8
0.618	465.3
0.500	463.8
0.382	462.0
LOW	456.5
0.618	448.0
1.000	442.5
1.618	433.8
2.618	419.8
4.250	396.8

Fisher Pivots for day following 23-Apr-2009
Pivot	1 day	3 day
R1	463.8	463.0
PP	463.5	462.8
S1	463.5	462.3

Download as Excel Spreadsheet

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

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