ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 401.1 393.9 -7.2 -1.8% 409.9
High 406.8 398.2 -8.6 -2.1% 418.2
Low 391.2 383.4 -7.8 -2.0% 383.4
Close 393.9 388.5 -5.4 -1.4% 388.5
Range 15.6 14.8 -0.8 -5.1% 34.8
ATR 18.5 18.2 -0.3 -1.4% 0.0
Volume 181,693 136,696 -44,997 -24.8% 801,070
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 434.5 426.3 396.8
R3 419.8 411.5 392.5
R2 404.8 404.8 391.3
R1 396.8 396.8 389.8 393.3
PP 390.0 390.0 390.0 388.5
S1 381.8 381.8 387.3 378.5
S2 375.3 375.3 385.8
S3 360.5 367.0 384.5
S4 345.8 352.3 380.3
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 501.0 479.5 407.8
R3 466.3 444.8 398.0
R2 431.5 431.5 395.0
R1 410.0 410.0 391.8 403.3
PP 396.8 396.8 396.8 393.5
S1 375.3 375.3 385.3 368.5
S2 362.0 362.0 382.0
S3 327.0 340.5 379.0
S4 292.3 305.5 369.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418.2 383.4 34.8 9.0% 18.0 4.6% 15% False True 160,214
10 456.2 383.4 72.8 18.7% 16.3 4.2% 7% False True 140,430
20 471.1 383.4 87.7 22.6% 16.8 4.3% 6% False True 133,376
40 518.6 383.4 135.2 34.8% 19.0 4.9% 4% False True 120,255
60 518.6 383.4 135.2 34.8% 20.8 5.4% 4% False True 109,310
80 554.2 374.9 179.3 46.2% 18.3 4.7% 8% False False 81,984
100 605.0 374.9 230.1 59.2% 17.3 4.4% 6% False False 65,589
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 4.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 461.0
2.618 437.0
1.618 422.3
1.000 413.0
0.618 407.3
HIGH 398.3
0.618 392.5
0.500 390.8
0.382 389.0
LOW 383.5
0.618 374.3
1.000 368.5
1.618 359.5
2.618 344.8
4.250 320.5
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 390.8 397.5
PP 390.0 394.5
S1 389.3 391.5

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

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