ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 11-May-2009

Day Change Summary
	Previous	Current
	08-May-2009	11-May-2009	Change	Change %	Previous Week
Open	495.1	510.0	14.9	3.0%	487.0
High	506.6	502.9	-3.7	-0.7%	506.6
Low	492.5	494.4	1.9	0.4%	486.6
Close	505.8	499.9	-5.9	-1.2%	505.8
Range	14.1	8.5	-5.6	-39.7%	20.0
ATR	14.9	14.7	-0.3	-1.7%	0.0
Volume	40	40	0	0.0%	4,342

Daily Pivots for day following 11-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	524.5	520.8	504.5
R3	516.0	512.3	502.3
R2	507.5	507.5	501.5
R1	503.8	503.8	500.8	501.5
PP	499.0	499.0	499.0	498.0
S1	495.3	495.3	499.0	493.0
S2	490.5	490.5	498.3
S3	482.0	486.8	497.5
S4	473.5	478.3	495.3

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	559.8	552.8	516.8
R3	539.8	532.8	511.3
R2	519.8	519.8	509.5
R1	512.8	512.8	507.8	516.3
PP	499.8	499.8	499.8	501.5
S1	492.8	492.8	504.0	496.3
S2	479.8	479.8	502.3
S3	459.8	472.8	500.3
S4	439.8	452.8	494.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	506.6	486.6	20.0	4.0%	13.5	2.7%	67%	False	False	863
10	506.6	460.7	45.9	9.2%	12.3	2.5%	85%	False	False	481
20	506.6	447.2	59.4	11.9%	13.5	2.7%	89%	False	False	331

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	1.5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	539.0
2.618	525.3
1.618	516.8
1.000	511.5
0.618	508.3
HIGH	503.0
0.618	499.8
0.500	498.8
0.382	497.8
LOW	494.5
0.618	489.3
1.000	486.0
1.618	480.8
2.618	472.3
4.250	458.3

Fisher Pivots for day following 11-May-2009
Pivot	1 day	3 day
R1	499.5	498.8
PP	499.0	497.8
S1	498.8	496.5

Download as Excel Spreadsheet

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

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