ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 11-Feb-2009

Day Change Summary
	Previous	Current
	10-Feb-2009	11-Feb-2009	Change	Change %	Previous Week
Open	467.1	444.0	-23.1	-4.9%	444.0
High	467.1	445.3	-21.8	-4.7%	468.5
Low	442.7	439.2	-3.5	-0.8%	443.0
Close	444.2	445.1	0.9	0.2%	467.1
Range	24.4	6.1	-18.3	-75.0%	25.5
ATR	0.0	11.9	11.9		0.0
Volume	46	514	468	1,017.4%	771

Daily Pivots for day following 11-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	461.5	459.5	448.5
R3	455.5	453.3	446.8
R2	449.3	449.3	446.3
R1	447.3	447.3	445.8	448.3
PP	443.3	443.3	443.3	443.8
S1	441.0	441.0	444.5	442.3
S2	437.0	437.0	444.0
S3	431.0	435.0	443.5
S4	425.0	429.0	441.8

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	439.2	29.3	6.6%	10.3	2.3%	20%	False	True	117
10	468.5	439.2	29.3	6.6%	8.5	1.9%	20%	False	True	135

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	471.3
2.618	461.3
1.618	455.3
1.000	451.5
0.618	449.0
HIGH	445.3
0.618	443.0
0.500	442.3
0.382	441.5
LOW	439.3
0.618	435.5
1.000	433.0
1.618	429.3
2.618	423.3
4.250	413.3

Fisher Pivots for day following 11-Feb-2009
Pivot	1 day	3 day
R1	444.3	453.5
PP	443.3	450.8
S1	442.3	448.0

Download as Excel Spreadsheet

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

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