ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 06-May-2009

Day Change Summary
	Previous	Current
	05-May-2009	06-May-2009	Change	Change %	Previous Week
Open	501.0	497.6	-3.4	-0.7%	467.2
High	503.8	506.1	2.3	0.5%	496.9
Low	492.8	491.8	-1.0	-0.2%	460.7
Close	500.2	501.9	1.7	0.3%	483.4
Range	11.0	14.3	3.3	30.0%	36.2
ATR	14.5	14.5	0.0	-0.1%	0.0
Volume	730	1,230	500	68.5%	448

Daily Pivots for day following 06-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	542.8	536.8	509.8
R3	528.5	522.3	505.8
R2	514.3	514.3	504.5
R1	508.0	508.0	503.3	511.3
PP	500.0	500.0	500.0	501.5
S1	493.8	493.8	500.5	496.8
S2	485.8	485.8	499.3
S3	471.3	479.5	498.0
S4	457.0	465.3	494.0

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	506.1	480.4	25.7	5.1%	11.5	2.3%	84%	True	False	461
10	506.1	456.6	49.5	9.9%	12.0	2.4%	92%	True	False	260
20	506.1	433.7	72.4	14.4%	13.3	2.7%	94%	True	False	214

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	2.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	567.0
2.618	543.5
1.618	529.3
1.000	520.5
0.618	515.0
HIGH	506.0
0.618	500.8
0.500	499.0
0.382	497.3
LOW	491.8
0.618	483.0
1.000	477.5
1.618	468.8
2.618	454.3
4.250	431.0

Fisher Pivots for day following 06-May-2009
Pivot	1 day	3 day
R1	501.0	500.0
PP	500.0	498.3
S1	499.0	496.5

Download as Excel Spreadsheet

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

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