ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 27-May-2009

Day Change Summary
	Previous	Current
	26-May-2009	27-May-2009	Change	Change %	Previous Week
Open	477.2	496.9	19.7	4.1%	479.0
High	496.9	499.4	2.5	0.5%	502.1
Low	477.2	487.6	10.4	2.2%	471.4
Close	495.6	487.1	-8.5	-1.7%	473.4
Range	19.7	11.8	-7.9	-40.1%	30.7
ATR	13.7	13.6	-0.1	-1.0%	0.0
Volume	1	1,148	1,147	114,700.0%	3,798

Daily Pivots for day following 27-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	526.8	518.8	493.5
R3	515.0	507.0	490.3
R2	503.3	503.3	489.3
R1	495.3	495.3	488.3	493.3
PP	491.3	491.3	491.3	490.5
S1	483.3	483.3	486.0	481.5
S2	479.5	479.5	485.0
S3	467.8	471.5	483.8
S4	456.0	459.8	480.5

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	499.4	471.4	28.0	5.7%	10.0	2.1%	56%	True	False	462
10	502.1	468.5	33.6	6.9%	10.8	2.2%	55%	False	False	1,622
20	506.6	468.5	38.1	7.8%	11.3	2.3%	49%	False	False	1,346
40	506.6	418.0	88.6	18.2%	12.3	2.5%	78%	False	False	748

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	1.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	549.5
2.618	530.3
1.618	518.5
1.000	511.3
0.618	506.8
HIGH	499.5
0.618	495.0
0.500	493.5
0.382	492.0
LOW	487.5
0.618	480.3
1.000	475.8
1.618	468.5
2.618	456.8
4.250	437.5

Fisher Pivots for day following 27-May-2009
Pivot	1 day	3 day
R1	493.5	486.8
PP	491.3	486.3
S1	489.3	486.0

Download as Excel Spreadsheet

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

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