ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 432.7 455.0 22.3 5.2% 480.6
High 458.4 459.0 0.6 0.1% 480.6
Low 429.0 432.4 3.4 0.8% 436.5
Close 453.7 444.0 -9.7 -2.1% 463.6
Range 29.4 26.6 -2.8 -9.5% 44.1
ATR 22.9 23.2 0.3 1.1% 0.0
Volume 139,174 128,959 -10,215 -7.3% 624,887
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 525.0 511.0 458.8
R3 498.3 484.5 451.3
R2 471.8 471.8 449.0
R1 457.8 457.8 446.5 451.5
PP 445.3 445.3 445.3 442.0
S1 431.3 431.3 441.5 425.0
S2 418.5 418.5 439.0
S3 392.0 404.8 436.8
S4 365.3 378.0 429.3
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 592.5 572.3 487.8
R3 548.5 528.0 475.8
R2 504.3 504.3 471.8
R1 484.0 484.0 467.8 472.0
PP 460.3 460.3 460.3 454.3
S1 439.8 439.8 459.5 428.0
S2 416.3 416.3 455.5
S3 372.0 395.8 451.5
S4 328.0 351.8 439.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 469.5 426.9 42.6 9.6% 27.8 6.3% 40% False False 115,780
10 503.5 426.9 76.6 17.3% 23.5 5.3% 22% False False 110,249
20 518.6 426.9 91.7 20.7% 20.0 4.5% 19% False False 92,437
40 518.6 415.0 103.6 23.3% 22.0 4.9% 28% False False 81,906
60 554.2 374.9 179.3 40.4% 17.8 4.0% 39% False False 54,606
80 689.1 374.9 314.2 70.8% 17.0 3.8% 22% False False 40,961
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 4.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 572.0
2.618 528.8
1.618 502.0
1.000 485.5
0.618 475.5
HIGH 459.0
0.618 448.8
0.500 445.8
0.382 442.5
LOW 432.5
0.618 416.0
1.000 405.8
1.618 389.3
2.618 362.8
4.250 319.3
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 445.8 444.3
PP 445.3 444.3
S1 444.5 444.0

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

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