ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 467.5 462.8 -4.7 -1.0% 445.2
High 470.4 470.2 -0.2 0.0% 471.1
Low 461.2 443.3 -17.9 -3.9% 434.1
Close 466.6 446.4 -20.2 -4.3% 469.5
Range 9.2 26.9 17.7 192.4% 37.0
ATR 19.9 20.4 0.5 2.5% 0.0
Volume 124,521 90,268 -34,253 -27.5% 644,772
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 534.0 517.0 461.3
R3 507.0 490.3 453.8
R2 480.3 480.3 451.3
R1 463.3 463.3 448.8 458.3
PP 453.3 453.3 453.3 450.8
S1 436.5 436.5 444.0 431.5
S2 426.5 426.5 441.5
S3 399.5 409.5 439.0
S4 372.5 382.5 431.5
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 569.3 556.3 489.8
R3 532.3 519.3 479.8
R2 495.3 495.3 476.3
R1 482.3 482.3 473.0 488.8
PP 458.3 458.3 458.3 461.5
S1 445.3 445.3 466.0 451.8
S2 421.3 421.3 462.8
S3 384.3 408.3 459.3
S4 347.3 371.3 449.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471.1 441.1 30.0 6.7% 18.8 4.2% 18% False False 120,724
10 474.2 434.1 40.1 9.0% 18.0 4.0% 31% False False 118,804
20 475.3 425.6 49.7 11.1% 21.0 4.7% 42% False False 118,300
40 518.6 425.6 93.0 20.8% 21.0 4.7% 22% False False 119,708
60 518.6 374.9 143.7 32.2% 20.5 4.6% 50% False False 81,029
80 554.2 374.9 179.3 40.2% 16.5 3.7% 40% False False 60,773
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 584.5
2.618 540.5
1.618 513.8
1.000 497.0
0.618 486.8
HIGH 470.3
0.618 460.0
0.500 456.8
0.382 453.5
LOW 443.3
0.618 426.8
1.000 416.5
1.618 399.8
2.618 373.0
4.250 329.0
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 456.8 457.3
PP 453.3 453.5
S1 449.8 450.0

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

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