ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 438.0 449.2 11.2 2.6% 455.6
High 457.8 457.5 -0.3 -0.1% 461.6
Low 432.0 446.2 14.2 3.3% 425.6
Close 446.1 451.1 5.0 1.1% 439.4
Range 25.8 11.3 -14.5 -56.2% 36.0
ATR 23.4 22.5 -0.9 -3.7% 0.0
Volume 131,028 122,242 -8,786 -6.7% 415,331
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 485.5 479.5 457.3
R3 474.3 468.3 454.3
R2 463.0 463.0 453.3
R1 457.0 457.0 452.3 460.0
PP 451.5 451.5 451.5 453.0
S1 445.8 445.8 450.0 448.8
S2 440.3 440.3 449.0
S3 429.0 434.5 448.0
S4 417.8 423.0 445.0
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 550.3 530.8 459.3
R3 514.3 494.8 449.3
R2 478.3 478.3 446.0
R1 458.8 458.8 442.8 450.5
PP 442.3 442.3 442.3 438.0
S1 422.8 422.8 436.0 414.5
S2 406.3 406.3 432.8
S3 370.3 386.8 429.5
S4 334.3 350.8 419.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 459.0 425.6 33.4 7.4% 23.3 5.2% 76% False False 133,115
10 475.3 425.6 49.7 11.0% 24.0 5.3% 51% False False 117,797
20 518.6 425.6 93.0 20.6% 21.3 4.7% 27% False False 100,556
40 518.6 415.0 103.6 23.0% 22.8 5.1% 35% False False 91,841
60 554.2 374.9 179.3 39.7% 18.5 4.1% 42% False False 61,229
80 667.0 374.9 292.1 64.8% 17.5 3.9% 26% False False 45,925
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.7
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 505.5
2.618 487.0
1.618 475.8
1.000 468.8
0.618 464.5
HIGH 457.5
0.618 453.3
0.500 451.8
0.382 450.5
LOW 446.3
0.618 439.3
1.000 435.0
1.618 428.0
2.618 416.5
4.250 398.3
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 451.8 448.0
PP 451.5 444.8
S1 451.3 441.8

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

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