ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 06-Feb-2009

Day Change Summary
	Previous	Current
	05-Feb-2009	06-Feb-2009	Change	Change %	Previous Week
Open	450.7	459.1	8.4	1.9%	444.0
High	453.9	468.5	14.6	3.2%	468.5
Low	450.7	459.1	8.4	1.9%	443.0
Close	448.7	467.1	18.4	4.1%	467.1
Range	3.2	9.4	6.2	193.8%	25.5
ATR
Volume	24	2	-22	-91.7%	771

Daily Pivots for day following 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	493.0	489.5	472.3
R3	483.8	480.0	469.8
R2	474.3	474.3	468.8
R1	470.8	470.8	468.0	472.5
PP	465.0	465.0	465.0	465.8
S1	461.3	461.3	466.3	463.0
S2	455.5	455.5	465.5
S3	446.0	452.0	464.5
S4	436.8	442.5	462.0

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	536.0	527.0	481.0
R3	510.5	501.5	474.0
R2	485.0	485.0	471.8
R1	476.0	476.0	469.5	480.5
PP	459.5	459.5	459.5	461.8
S1	450.5	450.5	464.8	455.0
S2	434.0	434.0	462.5
S3	408.5	425.0	460.0
S4	383.0	399.5	453.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	468.5	443.0	25.5	5.5%	5.5	1.2%	95%	True	False	154
10	468.5	439.4	29.1	6.2%	6.0	1.3%	95%	True	False	161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.9
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	508.5
2.618	493.0
1.618	483.8
1.000	478.0
0.618	474.3
HIGH	468.5
0.618	465.0
0.500	463.8
0.382	462.8
LOW	459.0
0.618	453.3
1.000	449.8
1.618	444.0
2.618	434.5
4.250	419.3

Fisher Pivots for day following 06-Feb-2009
Pivot	1 day	3 day
R1	466.0	463.8
PP	465.0	460.5
S1	463.8	457.3

Download as Excel Spreadsheet

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

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