ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 366.9 352.1 -14.8 -4.0% 385.6
High 369.0 357.9 -11.1 -3.0% 386.2
Low 348.0 342.0 -6.0 -1.7% 342.0
Close 351.9 354.5 2.6 0.7% 354.5
Range 21.0 15.9 -5.1 -24.3% 44.2
ATR 19.0 18.8 -0.2 -1.2% 0.0
Volume 176,206 176,958 752 0.4% 890,372
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 399.3 392.8 363.3
R3 383.3 376.8 358.8
R2 367.3 367.3 357.5
R1 361.0 361.0 356.0 364.3
PP 351.5 351.5 351.5 353.0
S1 345.0 345.0 353.0 348.3
S2 335.5 335.5 351.5
S3 319.8 329.3 350.3
S4 303.8 313.3 345.8
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 493.5 468.3 378.8
R3 449.3 424.0 366.8
R2 405.0 405.0 362.5
R1 379.8 379.8 358.5 370.3
PP 361.0 361.0 361.0 356.3
S1 335.5 335.5 350.5 326.3
S2 316.8 316.8 346.5
S3 272.5 291.5 342.3
S4 228.3 247.3 330.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 386.2 342.0 44.2 12.5% 19.8 5.6% 28% False True 178,074
10 418.2 342.0 76.2 21.5% 18.8 5.3% 16% False True 169,144
20 471.1 342.0 129.1 36.4% 17.5 4.9% 10% False True 146,974
40 503.5 342.0 161.5 45.6% 19.3 5.4% 8% False True 131,882
60 518.6 342.0 176.6 49.8% 20.3 5.7% 7% False True 124,121
80 518.6 342.0 176.6 49.8% 19.0 5.4% 7% False True 93,113
100 573.6 342.0 231.6 65.3% 16.8 4.7% 5% False True 74,492
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 3.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 425.5
2.618 399.5
1.618 383.8
1.000 373.8
0.618 367.8
HIGH 358.0
0.618 351.8
0.500 350.0
0.382 348.0
LOW 342.0
0.618 332.3
1.000 326.0
1.618 316.3
2.618 300.3
4.250 274.5
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 353.0 358.8
PP 351.5 357.3
S1 350.0 356.0

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

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