ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 470.5 455.3 -15.2 -3.2% 438.0
High 471.8 459.0 -12.8 -2.7% 474.2
Low 451.2 439.7 -11.5 -2.5% 432.0
Close 454.7 442.6 -12.1 -2.7% 442.6
Range 20.6 19.3 -1.3 -6.3% 42.2
ATR 22.5 22.2 -0.2 -1.0% 0.0
Volume 115,515 111,028 -4,487 -3.9% 581,755
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 505.0 493.0 453.3
R3 485.8 473.8 448.0
R2 466.5 466.5 446.3
R1 454.5 454.5 444.3 450.8
PP 447.0 447.0 447.0 445.3
S1 435.3 435.3 440.8 431.5
S2 427.8 427.8 439.0
S3 408.5 416.0 437.3
S4 389.3 396.5 432.0
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 576.3 551.5 465.8
R3 534.0 509.5 454.3
R2 491.8 491.8 450.3
R1 467.3 467.3 446.5 479.5
PP 449.5 449.5 449.5 455.8
S1 425.0 425.0 438.8 437.3
S2 407.5 407.5 434.8
S3 365.3 382.8 431.0
S4 323.0 340.5 419.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 474.2 432.0 42.2 9.5% 19.0 4.3% 25% False False 116,351
10 474.2 425.6 48.6 11.0% 23.0 5.2% 35% False False 117,573
20 518.6 425.6 93.0 21.0% 21.3 4.8% 18% False False 109,826
40 518.6 422.2 96.4 21.8% 22.8 5.2% 21% False False 100,051
60 554.2 374.9 179.3 40.5% 19.0 4.3% 38% False False 66,703
80 595.0 374.9 220.1 49.7% 17.3 3.9% 31% False False 50,030
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 4.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 541.0
2.618 509.5
1.618 490.3
1.000 478.3
0.618 471.0
HIGH 459.0
0.618 451.8
0.500 449.3
0.382 447.0
LOW 439.8
0.618 427.8
1.000 420.5
1.618 408.5
2.618 389.3
4.250 357.8
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 449.3 457.0
PP 447.0 452.3
S1 444.8 447.5

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

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