ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 12-Jun-2009

Day Change Summary
	Previous	Current
	11-Jun-2009	12-Jun-2009	Change	Change %	Previous Week
Open	521.6	520.3	-1.3	-0.2%	522.5
High	530.9	524.6	-6.3	-1.2%	532.6
Low	519.5	515.1	-4.4	-0.8%	512.4
Close	521.3	522.3	1.0	0.2%	522.3
Range	11.4	9.5	-1.9	-16.7%	20.2
ATR	13.5	13.2	-0.3	-2.1%	0.0
Volume	36,174	185,351	149,177	412.4%	260,222

Daily Pivots for day following 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	549.3	545.3	527.5
R3	539.8	535.8	525.0
R2	530.3	530.3	524.0
R1	526.3	526.3	523.3	528.3
PP	520.8	520.8	520.8	521.8
S1	516.8	516.8	521.5	518.8
S2	511.3	511.3	520.5
S3	501.8	507.3	519.8
S4	492.3	497.8	517.0

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	583.0	572.8	533.5
R3	562.8	552.8	527.8
R2	542.8	542.8	526.0
R1	532.5	532.5	524.3	527.5
PP	522.5	522.5	522.5	520.0
S1	512.3	512.3	520.5	507.3
S2	502.3	502.3	518.5
S3	482.0	492.0	516.8
S4	461.8	471.8	511.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	532.6	512.4	20.2	3.9%	12.0	2.3%	49%	False	False	52,044
10	539.5	497.1	42.4	8.1%	13.3	2.5%	59%	False	False	26,921
20	539.5	471.4	68.1	13.0%	12.5	2.4%	75%	False	False	13,750
40	539.5	447.2	92.3	17.7%	12.5	2.4%	81%	False	False	7,433

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	2.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	565.0
2.618	549.5
1.618	540.0
1.000	534.0
0.618	530.5
HIGH	524.5
0.618	521.0
0.500	519.8
0.382	518.8
LOW	515.0
0.618	509.3
1.000	505.5
1.618	499.8
2.618	490.3
4.250	474.8

Fisher Pivots for day following 12-Jun-2009
Pivot	1 day	3 day
R1	521.5	522.5
PP	520.8	522.5
S1	519.8	522.3

Download as Excel Spreadsheet

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

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