ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 11-Jun-2009

Day Change Summary
	Previous	Current
	10-Jun-2009	11-Jun-2009	Change	Change %	Previous Week
Open	526.8	521.6	-5.2	-1.0%	497.1
High	532.6	530.9	-1.7	-0.3%	539.5
Low	512.4	519.5	7.1	1.4%	497.1
Close	522.7	521.3	-1.4	-0.3%	527.8
Range	20.2	11.4	-8.8	-43.6%	42.4
ATR	13.6	13.5	-0.2	-1.2%	0.0
Volume	30,707	36,174	5,467	17.8%	8,996

Daily Pivots for day following 11-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	558.0	551.0	527.5
R3	546.8	539.8	524.5
R2	535.3	535.3	523.5
R1	528.3	528.3	522.3	526.0
PP	524.0	524.0	524.0	522.8
S1	517.0	517.0	520.3	514.8
S2	512.5	512.5	519.3
S3	501.0	505.5	518.3
S4	489.8	494.0	515.0

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	648.8	630.8	551.0
R3	606.3	588.3	539.5
R2	563.8	563.8	535.5
R1	545.8	545.8	531.8	554.8
PP	521.5	521.5	521.5	526.0
S1	503.5	503.5	524.0	512.5
S2	479.0	479.0	520.0
S3	436.8	461.0	516.3
S4	394.3	418.8	504.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	539.5	512.4	27.1	5.2%	13.3	2.6%	33%	False	False	15,731
10	539.5	488.0	51.5	9.9%	13.5	2.6%	65%	False	False	8,397
20	539.5	469.7	69.8	13.4%	12.3	2.4%	74%	False	False	4,544
40	539.5	447.2	92.3	17.7%	12.5	2.4%	80%	False	False	2,800

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	579.3
2.618	560.8
1.618	549.3
1.000	542.3
0.618	538.0
HIGH	531.0
0.618	526.5
0.500	525.3
0.382	523.8
LOW	519.5
0.618	512.5
1.000	508.0
1.618	501.0
2.618	489.8
4.250	471.0

Fisher Pivots for day following 11-Jun-2009
Pivot	1 day	3 day
R1	525.3	522.5
PP	524.0	522.0
S1	522.5	521.8

Download as Excel Spreadsheet

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

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