ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 18-Jun-2009

Day Change Summary
	Previous	Current
	17-Jun-2009	18-Jun-2009	Change	Change %	Previous Week
Open	500.9	504.9	4.0	0.8%	522.5
High	510.0	509.4	-0.6	-0.1%	532.6
Low	496.3	499.1	2.8	0.6%	512.4
Close	503.1	507.5	4.4	0.9%	522.3
Range	13.7	10.3	-3.4	-24.8%	20.2
ATR	13.7	13.5	-0.2	-1.8%	0.0
Volume	188,435	211,371	22,936	12.2%	260,222

Daily Pivots for day following 18-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	536.3	532.3	513.3
R3	526.0	521.8	510.3
R2	515.8	515.8	509.5
R1	511.5	511.5	508.5	513.5
PP	505.3	505.3	505.3	506.3
S1	501.3	501.3	506.5	503.3
S2	495.0	495.0	505.5
S3	484.8	491.0	504.8
S4	474.5	480.8	501.8

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	524.6	496.3	28.3	5.6%	13.3	2.6%	40%	False	False	189,326
10	539.5	496.3	43.2	8.5%	13.3	2.6%	26%	False	False	102,529
20	539.5	472.5	67.0	13.2%	12.5	2.5%	52%	False	False	51,626
40	539.5	460.7	78.8	15.5%	12.3	2.4%	59%	False	False	26,460
60	539.5	407.0	132.5	26.1%	12.3	2.4%	76%	False	False	17,705

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	553.3
2.618	536.3
1.618	526.0
1.000	519.8
0.618	515.8
HIGH	509.5
0.618	505.5
0.500	504.3
0.382	503.0
LOW	499.0
0.618	492.8
1.000	488.8
1.618	482.5
2.618	472.3
4.250	455.3

Fisher Pivots for day following 18-Jun-2009
Pivot	1 day	3 day
R1	506.5	506.8
PP	505.3	506.3
S1	504.3	505.5

Download as Excel Spreadsheet

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

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