ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 20-May-2009

Day Change Summary
	Previous	Current
	19-May-2009	20-May-2009	Change	Change %	Previous Week
Open	490.7	489.3	-1.4	-0.3%	510.0
High	494.4	502.1	7.7	1.6%	502.9
Low	485.0	484.0	-1.0	-0.2%	468.5
Close	488.9	485.2	-3.7	-0.8%	473.1
Range	9.4	18.1	8.7	92.6%	34.4
ATR	14.3	14.6	0.3	1.9%	0.0
Volume	465	983	518	111.4%	17,310

Daily Pivots for day following 20-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	544.8	533.0	495.3
R3	526.8	515.0	490.3
R2	508.5	508.5	488.5
R1	496.8	496.8	486.8	493.8
PP	490.5	490.5	490.5	488.8
S1	478.8	478.8	483.5	475.5
S2	472.3	472.3	482.0
S3	454.3	460.8	480.3
S4	436.3	442.5	475.3

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	502.1	468.5	33.6	6.9%	11.5	2.4%	50%	True	False	2,782
10	506.6	468.5	38.1	7.9%	11.8	2.4%	44%	False	False	2,230
20	506.6	456.6	50.0	10.3%	12.0	2.5%	57%	False	False	1,245
40	506.6	405.3	101.3	20.9%	12.3	2.5%	79%	False	False	757

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.1
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	579.0
2.618	549.5
1.618	531.5
1.000	520.3
0.618	513.3
HIGH	502.0
0.618	495.3
0.500	493.0
0.382	491.0
LOW	484.0
0.618	472.8
1.000	466.0
1.618	454.8
2.618	436.5
4.250	407.0

Fisher Pivots for day following 20-May-2009
Pivot	1 day	3 day
R1	493.0	490.5
PP	490.5	488.8
S1	487.8	487.0

Download as Excel Spreadsheet

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

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