ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 492.1 501.5 9.4 1.9% 472.7
High 506.9 508.5 1.6 0.3% 506.9
Low 491.9 493.3 1.4 0.3% 457.9
Close 500.2 503.6 3.4 0.7% 500.2
Range 15.0 15.2 0.2 1.3% 49.0
ATR 22.2 21.7 -0.5 -2.3% 0.0
Volume 85,371 71,499 -13,872 -16.2% 228,459
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 547.5 540.8 512.0
R3 532.3 525.5 507.8
R2 517.0 517.0 506.5
R1 510.3 510.3 505.0 513.8
PP 501.8 501.8 501.8 503.5
S1 495.0 495.0 502.3 498.5
S2 486.5 486.5 500.8
S3 471.5 480.0 499.5
S4 456.3 464.8 495.3
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 635.3 616.8 527.3
R3 586.3 567.8 513.8
R2 537.3 537.3 509.3
R1 518.8 518.8 504.8 528.0
PP 488.3 488.3 488.3 493.0
S1 469.8 469.8 495.8 479.0
S2 439.3 439.3 491.3
S3 390.3 420.8 486.8
S4 341.3 371.8 473.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 508.5 457.9 50.6 10.0% 17.5 3.5% 90% True False 59,991
10 508.5 457.0 51.5 10.2% 17.5 3.5% 90% True False 82,828
20 508.5 422.2 86.3 17.1% 23.5 4.6% 94% True False 98,101
40 508.5 374.9 133.6 26.5% 18.0 3.6% 96% True False 49,063
60 573.6 374.9 198.7 39.5% 15.3 3.0% 65% False False 32,712
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 3.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 573.0
2.618 548.3
1.618 533.0
1.000 523.8
0.618 518.0
HIGH 508.5
0.618 502.8
0.500 501.0
0.382 499.0
LOW 493.3
0.618 484.0
1.000 478.0
1.618 468.8
2.618 453.5
4.250 428.8
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 502.8 500.8
PP 501.8 497.8
S1 501.0 494.8

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

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