ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 22-May-2009

Day Change Summary
	Previous	Current
	21-May-2009	22-May-2009	Change	Change %	Previous Week
Open	483.9	479.4	-4.5	-0.9%	479.0
High	484.6	481.8	-2.8	-0.6%	502.1
Low	471.4	476.0	4.6	1.0%	471.4
Close	479.2	473.4	-5.8	-1.2%	473.4
Range	13.2	5.8	-7.4	-56.1%	30.7
ATR	14.5	13.9	-0.6	-4.3%	0.0
Volume	1,081	42	-1,039	-96.1%	3,798

Daily Pivots for day following 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	494.5	489.8	476.5
R3	488.8	484.0	475.0
R2	482.8	482.8	474.5
R1	478.3	478.3	474.0	477.5
PP	477.0	477.0	477.0	476.8
S1	472.3	472.3	472.8	471.8
S2	471.3	471.3	472.3
S3	465.5	466.5	471.8
S4	459.8	460.8	470.3

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	574.5	554.5	490.3
R3	543.8	524.0	481.8
R2	513.0	513.0	479.0
R1	493.3	493.3	476.3	487.8
PP	482.3	482.3	482.3	479.5
S1	462.5	462.5	470.5	457.0
S2	451.5	451.5	467.8
S3	421.0	431.8	465.0
S4	390.3	401.0	456.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	502.1	471.4	30.7	6.5%	11.8	2.5%	7%	False	False	759
10	502.9	468.5	34.4	7.3%	10.5	2.2%	14%	False	False	2,110
20	506.6	460.7	45.9	9.7%	11.3	2.4%	28%	False	False	1,294
40	506.6	407.0	99.6	21.0%	12.0	2.5%	67%	False	False	736

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.9
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	506.5
2.618	497.0
1.618	491.3
1.000	487.5
0.618	485.5
HIGH	481.8
0.618	479.5
0.500	479.0
0.382	478.3
LOW	476.0
0.618	472.5
1.000	470.3
1.618	466.5
2.618	460.8
4.250	451.3

Fisher Pivots for day following 22-May-2009
Pivot	1 day	3 day
R1	479.0	486.8
PP	477.0	482.3
S1	475.3	477.8

Download as Excel Spreadsheet

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

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