ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 364.3 390.2 25.9 7.1% 355.1
High 392.6 396.4 3.8 1.0% 396.4
Low 359.6 386.7 27.1 7.5% 341.6
Close 390.8 394.0 3.2 0.8% 394.0
Range 33.0 9.7 -23.3 -70.6% 54.8
ATR 19.8 19.1 -0.7 -3.6% 0.0
Volume 218,897 178,227 -40,670 -18.6% 934,815
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 421.5 417.5 399.3
R3 411.8 407.8 396.8
R2 402.0 402.0 395.8
R1 398.0 398.0 395.0 400.0
PP 392.3 392.3 392.3 393.5
S1 388.3 388.3 393.0 390.3
S2 382.8 382.8 392.3
S3 373.0 378.8 391.3
S4 363.3 369.0 388.8
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 541.8 522.8 424.3
R3 487.0 467.8 409.0
R2 432.3 432.3 404.0
R1 413.0 413.0 399.0 422.5
PP 377.3 377.3 377.3 382.0
S1 358.3 358.3 389.0 367.8
S2 322.5 322.5 384.0
S3 267.8 303.5 379.0
S4 213.0 248.8 363.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 396.4 341.6 54.8 13.9% 19.8 5.0% 96% True False 186,963
10 396.4 341.6 54.8 13.9% 19.8 5.0% 96% True False 182,518
20 456.2 341.6 114.6 29.1% 18.0 4.6% 46% False False 161,474
40 474.2 341.6 132.6 33.7% 19.3 4.9% 40% False False 142,163
60 518.6 341.6 177.0 44.9% 19.3 4.9% 30% False False 131,626
80 518.6 341.6 177.0 44.9% 19.5 5.0% 30% False False 104,798
100 554.2 341.6 212.6 54.0% 17.0 4.3% 25% False False 83,840
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.8
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 437.5
2.618 421.8
1.618 412.0
1.000 406.0
0.618 402.5
HIGH 396.5
0.618 392.8
0.500 391.5
0.382 390.5
LOW 386.8
0.618 380.8
1.000 377.0
1.618 371.0
2.618 361.3
4.250 345.5
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 393.3 388.8
PP 392.3 383.3
S1 391.5 378.0

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

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