ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 16-Feb-2009

Day Change Summary
	Previous	Current
	13-Feb-2009	16-Feb-2009	Change	Change %	Previous Week
Open	449.0	441.5	-7.5	-1.7%	463.4
High	451.1	441.5	-9.6	-2.1%	467.9
Low	442.6	441.5	-1.1	-0.2%	431.5
Close	441.5	441.5	0.0	0.0%	441.5
Range	8.5	0.0	-8.5	-100.0%	36.4
ATR	11.9	11.0	-0.8	-7.1%	0.0
Volume	100	0	-100	-100.0%	686

Daily Pivots for day following 16-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	441.5	441.5	441.5
R3	441.5	441.5	441.5
R2	441.5	441.5	441.5
R1	441.5	441.5	441.5	441.5
PP	441.5	441.5	441.5	441.5
S1	441.5	441.5	441.5	441.5
S2	441.5	441.5	441.5
S3	441.5	441.5	441.5
S4	441.5	441.5	441.5

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	467.1	431.5	35.6	8.1%	11.0	2.5%	28%	False	False	136
10	468.5	431.5	37.0	8.4%	9.0	2.0%	27%	False	False	144

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	1.5
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	441.5
2.618	441.5
1.618	441.5
1.000	441.5
0.618	441.5
HIGH	441.5
0.618	441.5
0.500	441.5
0.382	441.5
LOW	441.5
0.618	441.5
1.000	441.5
1.618	441.5
2.618	441.5
4.250	441.5

Fisher Pivots for day following 16-Feb-2009
Pivot	1 day	3 day
R1	441.5	441.5
PP	441.5	441.3
S1	441.5	441.3

Download as Excel Spreadsheet

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

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