ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 16-Jun-2009

Day Change Summary
	Previous	Current
	15-Jun-2009	16-Jun-2009	Change	Change %	Previous Week
Open	520.1	510.6	-9.5	-1.8%	522.5
High	521.0	514.9	-6.1	-1.2%	532.6
Low	504.1	499.4	-4.7	-0.9%	512.4
Close	510.5	501.8	-8.7	-1.7%	522.3
Range	16.9	15.5	-1.4	-8.3%	20.2
ATR	13.6	13.7	0.1	1.0%	0.0
Volume	156,451	205,025	48,574	31.0%	260,222

Daily Pivots for day following 16-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	551.8	542.3	510.3
R3	536.3	526.8	506.0
R2	520.8	520.8	504.8
R1	511.3	511.3	503.3	508.3
PP	505.3	505.3	505.3	504.0
S1	495.8	495.8	500.5	492.8
S2	489.8	489.8	499.0
S3	474.3	480.3	497.5
S4	458.8	464.8	493.3

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	499.4	33.2	6.6%	14.8	2.9%	7%	False	True	122,741
10	539.5	499.4	40.1	8.0%	13.3	2.6%	6%	False	True	62,910
20	539.5	471.4	68.1	13.6%	13.0	2.6%	45%	False	False	31,739
40	539.5	456.6	82.9	16.5%	12.5	2.5%	55%	False	False	16,469

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	3.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	580.8
2.618	555.5
1.618	540.0
1.000	530.5
0.618	524.5
HIGH	515.0
0.618	509.0
0.500	507.3
0.382	505.3
LOW	499.5
0.618	489.8
1.000	484.0
1.618	474.3
2.618	458.8
4.250	433.5

Fisher Pivots for day following 16-Jun-2009
Pivot	1 day	3 day
R1	507.3	512.0
PP	505.3	508.5
S1	503.5	505.3

Download as Excel Spreadsheet

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

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