ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 18-May-2009

Day Change Summary
	Previous	Current
	15-May-2009	18-May-2009	Change	Change %	Previous Week
Open	473.8	479.0	5.2	1.1%	510.0
High	478.5	491.1	12.6	2.6%	502.9
Low	469.7	479.0	9.3	2.0%	468.5
Close	473.1	489.7	16.6	3.5%	473.1
Range	8.8	12.1	3.3	37.5%	34.4
ATR	14.4	14.7	0.3	1.8%	0.0
Volume	1,227	1,227	0	0.0%	17,310

Daily Pivots for day following 18-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	523.0	518.5	496.3
R3	510.8	506.3	493.0
R2	498.8	498.8	492.0
R1	494.3	494.3	490.8	496.5
PP	486.5	486.5	486.5	487.8
S1	482.0	482.0	488.5	484.3
S2	474.5	474.5	487.5
S3	462.5	470.0	486.3
S4	450.3	458.0	483.0

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	494.0	468.5	25.5	5.2%	9.8	2.0%	83%	False	False	3,699
10	506.6	468.5	38.1	7.8%	11.5	2.4%	56%	False	False	2,281
20	506.6	447.2	59.4	12.1%	12.5	2.5%	72%	False	False	1,176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.1
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	542.5
2.618	522.8
1.618	510.8
1.000	503.3
0.618	498.5
HIGH	491.0
0.618	486.5
0.500	485.0
0.382	483.5
LOW	479.0
0.618	471.5
1.000	467.0
1.618	459.5
2.618	447.3
4.250	427.5

Fisher Pivots for day following 18-May-2009
Pivot	1 day	3 day
R1	488.3	486.5
PP	486.5	483.0
S1	485.0	479.8

Download as Excel Spreadsheet

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

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