ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 21-May-2009

Day Change Summary
	Previous	Current
	20-May-2009	21-May-2009	Change	Change %	Previous Week
Open	489.3	483.9	-5.4	-1.1%	510.0
High	502.1	484.6	-17.5	-3.5%	502.9
Low	484.0	471.4	-12.6	-2.6%	468.5
Close	485.2	479.2	-6.0	-1.2%	473.1
Range	18.1	13.2	-4.9	-27.1%	34.4
ATR	14.6	14.5	-0.1	-0.4%	0.0
Volume	983	1,081	98	10.0%	17,310

Daily Pivots for day following 21-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	518.0	511.8	486.5
R3	504.8	498.5	482.8
R2	491.5	491.5	481.5
R1	485.5	485.5	480.5	482.0
PP	478.5	478.5	478.5	476.8
S1	472.3	472.3	478.0	468.8
S2	465.3	465.3	476.8
S3	452.0	459.0	475.5
S4	438.8	445.8	472.0

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	502.1	469.7	32.4	6.8%	12.3	2.6%	29%	False	False	996
10	506.6	468.5	38.1	8.0%	11.3	2.3%	28%	False	False	2,110
20	506.6	460.7	45.9	9.6%	12.0	2.5%	40%	False	False	1,293
40	506.6	407.0	99.6	20.8%	12.0	2.5%	72%	False	False	745

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	540.8
2.618	519.3
1.618	506.0
1.000	497.8
0.618	492.8
HIGH	484.5
0.618	479.5
0.500	478.0
0.382	476.5
LOW	471.5
0.618	463.3
1.000	458.3
1.618	450.0
2.618	436.8
4.250	415.3

Fisher Pivots for day following 21-May-2009
Pivot	1 day	3 day
R1	478.8	486.8
PP	478.5	484.3
S1	478.0	481.8

Download as Excel Spreadsheet

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

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