ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 28-Apr-2009

Day Change Summary
	Previous	Current
	27-Apr-2009	28-Apr-2009	Change	Change %	Previous Week
Open	467.2	460.7	-6.5	-1.4%	467.0
High	473.0	474.4	1.4	0.3%	478.0
Low	463.5	460.7	-2.8	-0.6%	447.2
Close	468.4	468.4	0.0	0.0%	475.5
Range	9.5	13.7	4.2	44.2%	30.8
ATR	15.4	15.3	-0.1	-0.8%	0.0
Volume	12	128	116	966.7%	244

Daily Pivots for day following 28-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	509.0	502.3	476.0
R3	495.3	488.8	472.3
R2	481.5	481.5	471.0
R1	475.0	475.0	469.8	478.3
PP	467.8	467.8	467.8	469.5
S1	461.3	461.3	467.3	464.5
S2	454.3	454.3	466.0
S3	440.5	447.5	464.8
S4	426.8	433.8	460.8

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	559.3	548.3	492.5
R3	528.5	517.5	484.0
R2	497.8	497.8	481.3
R1	486.5	486.5	478.3	492.3
PP	467.0	467.0	467.0	469.8
S1	455.8	455.8	472.8	461.3
S2	436.0	436.0	469.8
S3	405.3	425.0	467.0
S4	374.5	394.3	458.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	478.0	456.6	21.4	4.6%	14.5	3.1%	55%	False	False	66
10	478.0	447.2	30.8	6.6%	14.8	3.2%	69%	False	False	116
20	478.0	412.5	65.5	14.0%	13.0	2.8%	85%	False	False	150

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	532.5
2.618	510.3
1.618	496.5
1.000	488.0
0.618	482.8
HIGH	474.5
0.618	469.3
0.500	467.5
0.382	466.0
LOW	460.8
0.618	452.3
1.000	447.0
1.618	438.5
2.618	424.8
4.250	402.5

Fisher Pivots for day following 28-Apr-2009
Pivot	1 day	3 day
R1	468.0	469.3
PP	467.8	469.0
S1	467.5	468.8

Download as Excel Spreadsheet

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

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