ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 03-Jun-2009

Day Change Summary
	Previous	Current
	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	515.4	524.7	9.3	1.8%	472.5
High	525.6	525.9	0.3	0.1%	500.4
Low	515.0	514.2	-0.8	-0.2%	472.5
Close	523.5	521.6	-1.9	-0.4%	498.7
Range	10.6	11.7	1.1	10.4%	27.9
ATR	13.9	13.7	-0.2	-1.1%	0.0
Volume	1,490	1,172	-318	-21.3%	1,992

Daily Pivots for day following 03-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	555.8	550.3	528.0
R3	544.0	538.8	524.8
R2	532.3	532.3	523.8
R1	527.0	527.0	522.8	523.8
PP	520.5	520.5	520.5	519.0
S1	515.3	515.3	520.5	512.0
S2	508.8	508.8	519.5
S3	497.3	503.5	518.5
S4	485.5	491.8	515.3

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	574.3	564.3	514.0
R3	546.3	536.5	506.3
R2	518.5	518.5	503.8
R1	508.5	508.5	501.3	513.5
PP	490.5	490.5	490.5	493.0
S1	480.8	480.8	496.3	485.5
S2	462.8	462.8	493.5
S3	434.8	452.8	491.0
S4	406.8	424.8	483.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	525.9	478.6	47.3	9.1%	14.0	2.7%	91%	True	False	713
10	525.9	471.4	54.5	10.4%	12.0	2.3%	92%	True	False	588
20	525.9	468.5	57.4	11.0%	12.0	2.3%	93%	True	False	1,409
40	525.9	433.7	92.2	17.7%	12.8	2.4%	95%	True	False	811

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	575.5
2.618	556.5
1.618	544.8
1.000	537.5
0.618	533.3
HIGH	526.0
0.618	521.5
0.500	520.0
0.382	518.8
LOW	514.3
0.618	507.0
1.000	502.5
1.618	495.3
2.618	483.5
4.250	464.5

Fisher Pivots for day following 03-Jun-2009
Pivot	1 day	3 day
R1	521.0	518.3
PP	520.5	514.8
S1	520.0	511.5

Download as Excel Spreadsheet

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

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