ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 15-May-2009

Day Change Summary
	Previous	Current
	14-May-2009	15-May-2009	Change	Change %	Previous Week
Open	468.5	473.8	5.3	1.1%	510.0
High	478.0	478.5	0.5	0.1%	502.9
Low	468.5	469.7	1.2	0.3%	468.5
Close	475.2	473.1	-2.1	-0.4%	473.1
Range	9.5	8.8	-0.7	-7.4%	34.4
ATR	14.8	14.4	-0.4	-2.9%	0.0
Volume	10,009	1,227	-8,782	-87.7%	17,310

Daily Pivots for day following 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	500.3	495.5	478.0
R3	491.3	486.8	475.5
R2	482.5	482.5	474.8
R1	477.8	477.8	474.0	475.8
PP	473.8	473.8	473.8	472.8
S1	469.0	469.0	472.3	467.0
S2	465.0	465.0	471.5
S3	456.3	460.3	470.8
S4	447.3	451.5	468.3

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	584.8	563.3	492.0
R3	550.3	529.0	482.5
R2	516.0	516.0	479.5
R1	494.5	494.5	476.3	488.0
PP	481.5	481.5	481.5	478.3
S1	460.0	460.0	470.0	453.5
S2	447.0	447.0	466.8
S3	412.8	425.8	463.8
S4	378.3	391.3	454.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	502.9	468.5	34.4	7.3%	9.0	1.9%	13%	False	False	3,462
10	506.6	468.5	38.1	8.1%	12.0	2.5%	12%	False	False	2,165
20	506.6	447.2	59.4	12.6%	12.8	2.7%	44%	False	False	1,117

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	516.0
2.618	501.5
1.618	492.8
1.000	487.3
0.618	484.0
HIGH	478.5
0.618	475.3
0.500	474.0
0.382	473.0
LOW	469.8
0.618	464.3
1.000	461.0
1.618	455.5
2.618	446.8
4.250	432.3

Fisher Pivots for day following 15-May-2009
Pivot	1 day	3 day
R1	474.0	474.3
PP	473.8	473.8
S1	473.5	473.5

Download as Excel Spreadsheet

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

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