ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 12-May-2009

Day Change Summary
	Previous	Current
	11-May-2009	12-May-2009	Change	Change %	Previous Week
Open	510.0	494.0	-16.0	-3.1%	487.0
High	502.9	494.0	-8.9	-1.8%	506.6
Low	494.4	486.6	-7.8	-1.6%	486.6
Close	499.9	493.3	-6.6	-1.3%	505.8
Range	8.5	7.4	-1.1	-12.9%	20.0
ATR	14.7	14.6	-0.1	-0.7%	0.0
Volume	40	11	-29	-72.5%	4,342

Daily Pivots for day following 12-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	513.5	510.8	497.3
R3	506.0	503.5	495.3
R2	498.8	498.8	494.8
R1	496.0	496.0	494.0	493.8
PP	491.3	491.3	491.3	490.0
S1	488.5	488.5	492.5	486.3
S2	484.0	484.0	492.0
S3	476.5	481.3	491.3
S4	469.0	473.8	489.3

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	4.1%	12.8	2.6%	34%	False	True	719
10	506.6	476.4	30.2	6.1%	11.8	2.4%	56%	False	False	470
20	506.6	447.2	59.4	12.0%	13.3	2.7%	78%	False	False	293

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	1.5
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	525.5
2.618	513.3
1.618	506.0
1.000	501.5
0.618	498.5
HIGH	494.0
0.618	491.3
0.500	490.3
0.382	489.5
LOW	486.5
0.618	482.0
1.000	479.3
1.618	474.8
2.618	467.3
4.250	455.3

Fisher Pivots for day following 12-May-2009
Pivot	1 day	3 day
R1	492.3	496.5
PP	491.3	495.5
S1	490.3	494.5

Download as Excel Spreadsheet

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

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