ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 30-Apr-2009

Day Change Summary
	Previous	Current
	29-Apr-2009	30-Apr-2009	Change	Change %	Previous Week
Open	477.4	492.1	14.7	3.1%	467.0
High	486.0	496.9	10.9	2.2%	478.0
Low	476.4	486.1	9.7	2.0%	447.2
Close	486.3	484.2	-2.1	-0.4%	475.5
Range	9.6	10.8	1.2	12.5%	30.8
ATR	15.5	15.1	-0.3	-2.2%	0.0
Volume	27	215	188	696.3%	244

Daily Pivots for day following 30-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	521.5	513.8	490.3
R3	510.8	502.8	487.3
R2	499.8	499.8	486.3
R1	492.0	492.0	485.3	490.5
PP	489.0	489.0	489.0	488.3
S1	481.3	481.3	483.3	479.8
S2	478.3	478.3	482.3
S3	467.5	470.5	481.3
S4	456.8	459.8	478.3

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	496.9	460.7	36.2	7.5%	12.3	2.5%	65%	True	False	78
10	496.9	447.2	49.7	10.3%	14.0	2.9%	74%	True	False	66
20	496.9	431.9	65.0	13.4%	13.3	2.8%	80%	True	False	161

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	2.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	542.8
2.618	525.3
1.618	514.3
1.000	507.8
0.618	503.5
HIGH	497.0
0.618	492.8
0.500	491.5
0.382	490.3
LOW	486.0
0.618	479.5
1.000	475.3
1.618	468.8
2.618	457.8
4.250	440.3

Fisher Pivots for day following 30-Apr-2009
Pivot	1 day	3 day
R1	491.5	482.5
PP	489.0	480.5
S1	486.8	478.8

Download as Excel Spreadsheet

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

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