ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 455.8 470.5 14.7 3.2% 455.6
High 474.2 471.8 -2.4 -0.5% 461.6
Low 455.7 451.2 -4.5 -1.0% 425.6
Close 472.3 454.7 -17.6 -3.7% 439.4
Range 18.5 20.6 2.1 11.4% 36.0
ATR 22.6 22.5 -0.1 -0.5% 0.0
Volume 101,942 115,515 13,573 13.3% 415,331
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 521.0 508.5 466.0
R3 500.5 487.8 460.3
R2 479.8 479.8 458.5
R1 467.3 467.3 456.5 463.3
PP 459.3 459.3 459.3 457.3
S1 446.8 446.8 452.8 442.8
S2 438.8 438.8 451.0
S3 418.0 426.0 449.0
S4 397.5 405.5 443.3
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
5 474.2 425.6 48.6 10.7% 20.0 4.4% 60% False False 122,980
10 474.2 425.6 48.6 10.7% 24.0 5.3% 60% False False 119,380
20 518.6 425.6 93.0 20.5% 21.3 4.7% 31% False False 107,135
40 518.6 416.8 101.8 22.4% 23.0 5.0% 37% False False 97,277
60 554.2 374.9 179.3 39.4% 18.5 4.1% 45% False False 64,853
80 605.0 374.9 230.1 50.6% 17.3 3.8% 35% False False 48,642
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 5.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 559.3
2.618 525.8
1.618 505.3
1.000 492.5
0.618 484.5
HIGH 471.8
0.618 464.0
0.500 461.5
0.382 459.0
LOW 451.3
0.618 438.5
1.000 430.5
1.618 417.8
2.618 397.3
4.250 363.8
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 461.5 460.3
PP 459.3 458.3
S1 457.0 456.5

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

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