ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 462.8 449.0 -13.8 -3.0% 445.2
High 470.2 451.0 -19.2 -4.1% 471.1
Low 443.3 440.1 -3.2 -0.7% 434.1
Close 446.4 447.3 0.9 0.2% 469.5
Range 26.9 10.9 -16.0 -59.5% 37.0
ATR 20.4 19.7 -0.7 -3.3% 0.0
Volume 90,268 181,752 91,484 101.3% 644,772
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 478.8 474.0 453.3
R3 468.0 463.0 450.3
R2 457.0 457.0 449.3
R1 452.3 452.3 448.3 449.3
PP 446.3 446.3 446.3 444.5
S1 441.3 441.3 446.3 438.3
S2 435.3 435.3 445.3
S3 424.3 430.3 444.3
S4 413.5 419.5 441.3
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
5 471.1 440.1 31.0 6.9% 17.8 3.9% 23% False True 132,721
10 471.8 434.1 37.7 8.4% 17.3 3.9% 35% False False 126,785
20 474.4 425.6 48.8 10.9% 21.0 4.7% 44% False False 122,691
40 518.6 425.6 93.0 20.8% 20.3 4.5% 23% False False 119,658
60 518.6 374.9 143.7 32.1% 19.8 4.4% 50% False False 84,058
80 554.2 374.9 179.3 40.1% 16.8 3.7% 40% False False 63,045
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 True
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 497.3
2.618 479.5
1.618 468.8
1.000 462.0
0.618 457.8
HIGH 451.0
0.618 446.8
0.500 445.5
0.382 444.3
LOW 440.0
0.618 433.3
1.000 429.3
1.618 422.5
2.618 411.5
4.250 393.8
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 446.8 455.3
PP 446.3 452.5
S1 445.5 450.0

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

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