ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 07-May-2009

Day Change Summary
	Previous	Current
	06-May-2009	07-May-2009	Change	Change %	Previous Week
Open	497.6	503.8	6.2	1.2%	467.2
High	506.1	506.1	0.0	0.0%	496.9
Low	491.8	486.6	-5.2	-1.1%	460.7
Close	501.9	491.0	-10.9	-2.2%	483.4
Range	14.3	19.5	5.2	36.4%	36.2
ATR	14.5	14.8	0.4	2.5%	0.0
Volume	1,230	2,276	1,046	85.0%	448

Daily Pivots for day following 07-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	553.0	541.5	501.8
R3	533.5	522.0	496.3
R2	514.0	514.0	494.5
R1	502.5	502.5	492.8	498.5
PP	494.5	494.5	494.5	492.5
S1	483.0	483.0	489.3	479.0
S2	475.0	475.0	487.5
S3	455.5	463.5	485.8
S4	436.0	444.0	480.3

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	506.1	480.4	25.7	5.2%	13.3	2.7%	41%	True	False	873
10	506.1	460.7	45.4	9.2%	12.8	2.6%	67%	True	False	476
20	506.1	440.3	65.8	13.4%	14.3	2.9%	77%	True	False	328

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	589.0
2.618	557.3
1.618	537.8
1.000	525.5
0.618	518.3
HIGH	506.0
0.618	498.8
0.500	496.3
0.382	494.0
LOW	486.5
0.618	474.5
1.000	467.0
1.618	455.0
2.618	435.5
4.250	403.8

Fisher Pivots for day following 07-May-2009
Pivot	1 day	3 day
R1	496.3	496.3
PP	494.5	494.5
S1	492.8	492.8

Download as Excel Spreadsheet

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

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