ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 409.9 398.4 -11.5 -2.8% 437.0
High 418.2 413.1 -5.1 -1.2% 437.9
Low 394.0 395.2 1.2 0.3% 401.0
Close 398.2 409.4 11.2 2.8% 409.2
Range 24.2 17.9 -6.3 -26.0% 36.9
ATR 18.9 18.8 -0.1 -0.4% 0.0
Volume 169,689 156,031 -13,658 -8.0% 446,788
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 459.5 452.5 419.3
R3 441.8 434.5 414.3
R2 423.8 423.8 412.8
R1 416.5 416.5 411.0 420.3
PP 406.0 406.0 406.0 407.8
S1 398.8 398.8 407.8 402.3
S2 388.0 388.0 406.0
S3 370.0 380.8 404.5
S4 352.3 363.0 399.5
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 526.8 504.8 429.5
R3 489.8 468.0 419.3
R2 453.0 453.0 416.0
R1 431.0 431.0 412.5 423.5
PP 416.0 416.0 416.0 412.3
S1 394.3 394.3 405.8 386.8
S2 379.3 379.3 402.5
S3 342.3 357.3 399.0
S4 305.3 320.3 389.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 434.2 394.0 40.2 9.8% 17.5 4.3% 38% False False 154,163
10 470.2 394.0 76.2 18.6% 17.3 4.2% 20% False False 131,186
20 474.2 394.0 80.2 19.6% 16.8 4.1% 19% False False 126,594
40 518.6 394.0 124.6 30.4% 19.0 4.6% 12% False False 111,252
60 518.6 394.0 124.6 30.4% 20.8 5.1% 12% False False 101,388
80 554.2 374.9 179.3 43.8% 18.3 4.4% 19% False False 76,042
100 667.0 374.9 292.1 71.3% 17.3 4.2% 12% False False 60,836
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 489.3
2.618 460.0
1.618 442.0
1.000 431.0
0.618 424.3
HIGH 413.0
0.618 406.3
0.500 404.3
0.382 402.0
LOW 395.3
0.618 384.3
1.000 377.3
1.618 366.3
2.618 348.3
4.250 319.0
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 407.8 408.3
PP 406.0 407.3
S1 404.3 406.0

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

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