ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 13-Feb-2009

Day Change Summary
	Previous	Current
	12-Feb-2009	13-Feb-2009	Change	Change %	Previous Week
Open	436.5	449.0	12.5	2.9%	463.4
High	447.0	451.1	4.1	0.9%	467.9
Low	431.5	442.6	11.1	2.6%	431.5
Close	451.2	441.5	-9.7	-2.1%	441.5
Range	15.5	8.5	-7.0	-45.2%	36.4
ATR	12.1	11.9	-0.3	-2.1%	0.0
Volume	24	100	76	316.7%	686

Daily Pivots for day following 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	470.5	464.5	446.3
R3	462.0	456.0	443.8
R2	453.5	453.5	443.0
R1	447.5	447.5	442.3	446.3
PP	445.0	445.0	445.0	444.5
S1	439.0	439.0	440.8	437.8
S2	436.5	436.5	440.0
S3	428.0	430.5	439.3
S4	419.5	422.0	436.8

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	556.3	535.3	461.5
R3	519.8	498.8	451.5
R2	483.3	483.3	448.3
R1	462.5	462.5	444.8	454.8
PP	447.0	447.0	447.0	443.0
S1	426.0	426.0	438.3	418.3
S2	410.5	410.5	434.8
S3	374.3	389.8	431.5
S4	337.8	353.3	421.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	467.9	431.5	36.4	8.2%	12.5	2.8%	27%	False	False	137
10	468.5	431.5	37.0	8.4%	9.0	2.0%	27%	False	False	145

Crabel Price Patterns
NR	True
NR4	False
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	True
Stretch	1.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	487.3
2.618	473.3
1.618	464.8
1.000	459.5
0.618	456.3
HIGH	451.0
0.618	447.8
0.500	446.8
0.382	445.8
LOW	442.5
0.618	437.3
1.000	434.0
1.618	428.8
2.618	420.3
4.250	406.5

Fisher Pivots for day following 13-Feb-2009
Pivot	1 day	3 day
R1	446.8	441.5
PP	445.0	441.3
S1	443.3	441.3

Download as Excel Spreadsheet

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

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