ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 15-Jun-2009

Day Change Summary
	Previous	Current
	12-Jun-2009	15-Jun-2009	Change	Change %	Previous Week
Open	520.3	520.1	-0.2	0.0%	522.5
High	524.6	521.0	-3.6	-0.7%	532.6
Low	515.1	504.1	-11.0	-2.1%	512.4
Close	522.3	510.5	-11.8	-2.3%	522.3
Range	9.5	16.9	7.4	77.9%	20.2
ATR	13.2	13.6	0.4	2.7%	0.0
Volume	185,351	156,451	-28,900	-15.6%	260,222

Daily Pivots for day following 15-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	562.5	553.5	519.8
R3	545.8	536.5	515.3
R2	528.8	528.8	513.5
R1	519.8	519.8	512.0	515.8
PP	511.8	511.8	511.8	510.0
S1	502.8	502.8	509.0	498.8
S2	495.0	495.0	507.5
S3	478.0	485.8	505.8
S4	461.3	469.0	501.3

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	504.1	28.5	5.6%	13.0	2.5%	22%	False	True	82,957
10	539.5	504.1	35.4	6.9%	12.8	2.5%	18%	False	True	42,556
20	539.5	471.4	68.1	13.3%	12.5	2.5%	57%	False	False	21,511
40	539.5	447.2	92.3	18.1%	12.5	2.5%	69%	False	False	11,344

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	592.8
2.618	565.3
1.618	548.3
1.000	538.0
0.618	531.5
HIGH	521.0
0.618	514.5
0.500	512.5
0.382	510.5
LOW	504.0
0.618	493.8
1.000	487.3
1.618	476.8
2.618	459.8
4.250	432.3

Fisher Pivots for day following 15-Jun-2009
Pivot	1 day	3 day
R1	512.5	517.5
PP	511.8	515.3
S1	511.3	512.8

Download as Excel Spreadsheet

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

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