ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 500.8 480.6 -20.2 -4.0% 501.5
High 503.5 480.6 -22.9 -4.5% 518.6
Low 475.9 464.1 -11.8 -2.5% 475.9
Close 476.6 466.8 -9.8 -2.1% 476.6
Range 27.6 16.5 -11.1 -40.2% 42.7
ATR 21.2 20.9 -0.3 -1.6% 0.0
Volume 92,244 115,516 23,272 25.2% 489,191
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 520.0 510.0 476.0
R3 503.5 493.5 471.3
R2 487.0 487.0 469.8
R1 477.0 477.0 468.3 473.8
PP 470.5 470.5 470.5 469.0
S1 460.5 460.5 465.3 457.3
S2 454.0 454.0 463.8
S3 437.5 444.0 462.3
S4 421.0 427.5 457.8
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 618.5 590.3 500.0
R3 575.8 547.5 488.3
R2 533.0 533.0 484.5
R1 504.8 504.8 480.5 497.5
PP 490.3 490.3 490.3 486.8
S1 462.3 462.3 472.8 455.0
S2 447.8 447.8 468.8
S3 405.0 419.5 464.8
S4 362.3 376.8 453.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 518.6 464.1 54.5 11.7% 19.0 4.1% 5% False True 106,641
10 518.6 457.9 60.7 13.0% 18.3 3.9% 15% False False 83,316
20 518.6 425.8 92.8 19.9% 21.0 4.5% 44% False False 121,115
40 518.6 374.9 143.7 30.8% 20.0 4.3% 64% False False 62,393
60 554.2 374.9 179.3 38.4% 15.0 3.2% 51% False False 41,597
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 2.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 550.8
2.618 523.8
1.618 507.3
1.000 497.0
0.618 490.8
HIGH 480.5
0.618 474.3
0.500 472.3
0.382 470.5
LOW 464.0
0.618 454.0
1.000 447.5
1.618 437.5
2.618 421.0
4.250 394.0
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 472.3 483.8
PP 470.5 478.3
S1 468.8 472.5

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

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