ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 14-May-2009

Day Change Summary
	Previous	Current
	13-May-2009	14-May-2009	Change	Change %	Previous Week
Open	480.0	468.5	-11.5	-2.4%	487.0
High	480.0	478.0	-2.0	-0.4%	506.6
Low	469.0	468.5	-0.5	-0.1%	486.6
Close	471.0	475.2	4.2	0.9%	505.8
Range	11.0	9.5	-1.5	-13.6%	20.0
ATR	15.3	14.8	-0.4	-2.7%	0.0
Volume	6,023	10,009	3,986	66.2%	4,342

Daily Pivots for day following 14-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	502.5	498.3	480.5
R3	493.0	488.8	477.8
R2	483.5	483.5	477.0
R1	479.3	479.3	476.0	481.3
PP	474.0	474.0	474.0	475.0
S1	469.8	469.8	474.3	471.8
S2	464.5	464.5	473.5
S3	455.0	460.3	472.5
S4	445.5	450.8	470.0

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	468.5	38.1	8.0%	10.0	2.1%	18%	False	True	3,224
10	506.6	468.5	38.1	8.0%	11.8	2.4%	18%	False	True	2,049
20	506.6	447.2	59.4	12.5%	12.8	2.7%	47%	False	False	1,057

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	518.5
2.618	502.8
1.618	493.3
1.000	487.5
0.618	483.8
HIGH	478.0
0.618	474.3
0.500	473.3
0.382	472.3
LOW	468.5
0.618	462.8
1.000	459.0
1.618	453.3
2.618	443.8
4.250	428.0

Fisher Pivots for day following 14-May-2009
Pivot	1 day	3 day
R1	474.5	481.3
PP	474.0	479.3
S1	473.3	477.3

Download as Excel Spreadsheet

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

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