ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 01-May-2009

Day Change Summary
	Previous	Current
	30-Apr-2009	01-May-2009	Change	Change %	Previous Week
Open	492.1	482.9	-9.2	-1.9%	467.2
High	496.9	486.5	-10.4	-2.1%	496.9
Low	486.1	480.4	-5.7	-1.2%	460.7
Close	484.2	483.4	-0.8	-0.2%	483.4
Range	10.8	6.1	-4.7	-43.5%	36.2
ATR	15.1	14.5	-0.6	-4.3%	0.0
Volume	215	66	-149	-69.3%	448

Daily Pivots for day following 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	501.8	498.8	486.8
R3	495.8	492.5	485.0
R2	489.5	489.5	484.5
R1	486.5	486.5	484.0	488.0
PP	483.5	483.5	483.5	484.3
S1	480.3	480.3	482.8	482.0
S2	477.3	477.3	482.3
S3	471.3	474.3	481.8
S4	465.3	468.3	480.0

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	589.0	572.3	503.3
R3	552.8	536.3	493.3
R2	516.5	516.5	490.0
R1	500.0	500.0	486.8	508.3
PP	480.3	480.3	480.3	484.5
S1	463.8	463.8	480.0	472.0
S2	444.3	444.3	476.8
S3	408.0	427.5	473.5
S4	371.8	391.3	463.5

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%	10.0	2.1%	63%	False	False	89
10	496.9	447.2	49.7	10.3%	13.8	2.8%	73%	False	False	69
20	496.9	431.9	65.0	13.4%	12.8	2.7%	79%	False	False	114

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.1
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	512.5
2.618	502.5
1.618	496.3
1.000	492.5
0.618	490.3
HIGH	486.5
0.618	484.3
0.500	483.5
0.382	482.8
LOW	480.5
0.618	476.8
1.000	474.3
1.618	470.5
2.618	464.5
4.250	454.5

Fisher Pivots for day following 01-May-2009
Pivot	1 day	3 day
R1	483.5	486.8
PP	483.5	485.5
S1	483.5	484.5

Download as Excel Spreadsheet

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

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