ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 10-Feb-2009

Day Change Summary
	Previous	Current
	09-Feb-2009	10-Feb-2009	Change	Change %	Previous Week
Open	463.4	467.1	3.7	0.8%	444.0
High	467.9	467.1	-0.8	-0.2%	468.5
Low	459.6	442.7	-16.9	-3.7%	443.0
Close	464.3	444.2	-20.1	-4.3%	467.1
Range	8.3	24.4	16.1	194.0%	25.5
ATR
Volume	2	46	44	2,200.0%	771

Daily Pivots for day following 10-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	524.5	508.8	457.5
R3	500.3	484.3	451.0
R2	475.8	475.8	448.8
R1	460.0	460.0	446.5	455.8
PP	451.3	451.3	451.3	449.3
S1	435.5	435.5	442.0	431.3
S2	427.0	427.0	439.8
S3	402.5	411.3	437.5
S4	378.3	386.8	430.8

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	442.7	25.8	5.8%	10.3	2.3%	6%	False	True	80
10	468.5	442.7	25.8	5.8%	7.8	1.8%	6%	False	True	85

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.8
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	570.8
2.618	531.0
1.618	506.5
1.000	491.5
0.618	482.3
HIGH	467.0
0.618	457.8
0.500	455.0
0.382	452.0
LOW	442.8
0.618	427.5
1.000	418.3
1.618	403.3
2.618	378.8
4.250	339.0

Fisher Pivots for day following 10-Feb-2009
Pivot	1 day	3 day
R1	455.0	455.5
PP	451.3	451.8
S1	447.8	448.0

Download as Excel Spreadsheet

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

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