ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 480.6 467.9 -12.7 -2.6% 501.5
High 480.6 475.3 -5.3 -1.1% 518.6
Low 464.1 461.0 -3.1 -0.7% 475.9
Close 466.8 472.5 5.7 1.2% 476.6
Range 16.5 14.3 -2.2 -13.3% 42.7
ATR 20.9 20.4 -0.5 -2.3% 0.0
Volume 115,516 93,947 -21,569 -18.7% 489,191
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 512.5 506.8 480.3
R3 498.3 492.5 476.5
R2 484.0 484.0 475.0
R1 478.3 478.3 473.8 481.0
PP 469.5 469.5 469.5 471.0
S1 464.0 464.0 471.3 466.8
S2 455.3 455.3 470.0
S3 441.0 449.5 468.5
S4 426.8 435.3 464.8
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
5 511.5 461.0 50.5 10.7% 18.5 3.9% 23% False True 103,875
10 518.6 461.0 57.6 12.2% 18.0 3.8% 20% False True 90,084
20 518.6 441.8 76.8 16.3% 19.5 4.1% 40% False False 116,626
40 518.6 374.9 143.7 30.4% 19.3 4.1% 68% False False 64,742
60 554.2 374.9 179.3 37.9% 15.3 3.2% 54% False False 43,163
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 2.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 536.0
2.618 512.8
1.618 498.5
1.000 489.5
0.618 484.3
HIGH 475.3
0.618 469.8
0.500 468.3
0.382 466.5
LOW 461.0
0.618 452.3
1.000 446.8
1.618 437.8
2.618 423.5
4.250 400.3
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 471.0 482.3
PP 469.5 479.0
S1 468.3 475.8

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

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