ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 17-Feb-2009

Day Change Summary
	Previous	Current
	16-Feb-2009	17-Feb-2009	Change	Change %	Previous Week
Open	441.5	425.4	-16.1	-3.6%	463.4
High	441.5	432.0	-9.5	-2.2%	467.9
Low	441.5	423.5	-18.0	-4.1%	431.5
Close	441.5	424.2	-17.3	-3.9%	441.5
Range	0.0	8.5	8.5		36.4
ATR	11.0	11.5	0.5	4.5%	0.0
Volume

Daily Pivots for day following 17-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	452.0	446.8	429.0
R3	443.5	438.3	426.5
R2	435.0	435.0	425.8
R1	429.8	429.8	425.0	428.0
PP	426.5	426.5	426.5	425.8
S1	421.3	421.3	423.5	419.5
S2	418.0	418.0	422.8
S3	409.5	412.8	421.8
S4	401.0	404.3	419.5

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	451.1	423.5	27.6	6.5%	7.8	1.8%	3%	False	True	127
10	468.5	423.5	45.0	10.6%	9.0	2.1%	2%	False	True	104

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	468.0
2.618	454.3
1.618	445.8
1.000	440.5
0.618	437.3
HIGH	432.0
0.618	428.8
0.500	427.8
0.382	426.8
LOW	423.5
0.618	418.3
1.000	415.0
1.618	409.8
2.618	401.3
4.250	387.5

Fisher Pivots for day following 17-Feb-2009
Pivot	1 day	3 day
R1	427.8	437.3
PP	426.5	433.0
S1	425.5	428.5

Download as Excel Spreadsheet

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

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