ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 05-May-2009

Day Change Summary
	Previous	Current
	04-May-2009	05-May-2009	Change	Change %	Previous Week
Open	487.0	501.0	14.0	2.9%	467.2
High	502.0	503.8	1.8	0.4%	496.9
Low	487.0	492.8	5.8	1.2%	460.7
Close	501.2	500.2	-1.0	-0.2%	483.4
Range	15.0	11.0	-4.0	-26.7%	36.2
ATR	14.8	14.5	-0.3	-1.8%	0.0
Volume	66	730	664	1,006.1%	448

Daily Pivots for day following 05-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	532.0	527.0	506.3
R3	521.0	516.0	503.3
R2	510.0	510.0	502.3
R1	505.0	505.0	501.3	502.0
PP	499.0	499.0	499.0	497.5
S1	494.0	494.0	499.3	491.0
S2	488.0	488.0	498.3
S3	477.0	483.0	497.3
S4	466.0	472.0	494.3

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	503.8	476.4	27.4	5.5%	10.5	2.1%	87%	True	False	220
10	503.8	456.6	47.2	9.4%	12.5	2.5%	92%	True	False	143
20	503.8	431.9	71.9	14.4%	13.0	2.6%	95%	True	False	153

Crabel Price Patterns
NR	True
NR4	False
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	1.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	550.5
2.618	532.5
1.618	521.5
1.000	514.8
0.618	510.5
HIGH	503.8
0.618	499.5
0.500	498.3
0.382	497.0
LOW	492.8
0.618	486.0
1.000	481.8
1.618	475.0
2.618	464.0
4.250	446.0

Fisher Pivots for day following 05-May-2009
Pivot	1 day	3 day
R1	499.5	497.5
PP	499.0	494.8
S1	498.3	492.0

Download as Excel Spreadsheet

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

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