ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 13-May-2009

Day Change Summary
	Previous	Current
	12-May-2009	13-May-2009	Change	Change %	Previous Week
Open	494.0	480.0	-14.0	-2.8%	487.0
High	494.0	480.0	-14.0	-2.8%	506.6
Low	486.6	469.0	-17.6	-3.6%	486.6
Close	493.3	471.0	-22.3	-4.5%	505.8
Range	7.4	11.0	3.6	48.6%	20.0
ATR	14.6	15.3	0.7	4.8%	0.0
Volume	11	6,023	6,012	54,654.5%	4,342

Daily Pivots for day following 13-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	506.3	499.8	477.0
R3	495.3	488.8	474.0
R2	484.3	484.3	473.0
R1	477.8	477.8	472.0	475.5
PP	473.3	473.3	473.3	472.3
S1	466.8	466.8	470.0	464.5
S2	462.3	462.3	469.0
S3	451.3	455.8	468.0
S4	440.3	444.8	465.0

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	469.0	37.6	8.0%	12.0	2.6%	5%	False	True	1,678
10	506.6	469.0	37.6	8.0%	11.8	2.5%	5%	False	True	1,069
20	506.6	447.2	59.4	12.6%	13.3	2.8%	40%	False	False	558

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	526.8
2.618	508.8
1.618	497.8
1.000	491.0
0.618	486.8
HIGH	480.0
0.618	475.8
0.500	474.5
0.382	473.3
LOW	469.0
0.618	462.3
1.000	458.0
1.618	451.3
2.618	440.3
4.250	422.3

Fisher Pivots for day following 13-May-2009
Pivot	1 day	3 day
R1	474.5	486.0
PP	473.3	481.0
S1	472.3	476.0

Download as Excel Spreadsheet

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

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