ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 18-Feb-2009

Day Change Summary
	Previous	Current
	17-Feb-2009	18-Feb-2009	Change	Change %	Previous Week
Open	425.4	419.6	-5.8	-1.4%	463.4
High	432.0	424.6	-7.4	-1.7%	467.9
Low	423.5	419.6	-3.9	-0.9%	431.5
Close	424.2	417.5	-6.7	-1.6%	441.5
Range	8.5	5.0	-3.5	-41.2%	36.4
ATR	11.5	11.1	-0.5	-4.0%	0.0
Volume	0	96	96		686

Daily Pivots for day following 18-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	435.5	431.5	420.3
R3	430.5	426.5	419.0
R2	425.5	425.5	418.5
R1	421.5	421.5	418.0	421.0
PP	420.5	420.5	420.5	420.3
S1	416.5	416.5	417.0	416.0
S2	415.5	415.5	416.5
S3	410.5	411.5	416.0
S4	405.5	406.5	414.8

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	451.1	419.6	31.5	7.5%	7.5	1.8%	-7%	False	True	44
10	468.5	419.6	48.9	11.7%	9.0	2.1%	-4%	False	True	80

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	False
Stretch	1.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	445.8
2.618	437.8
1.618	432.8
1.000	429.5
0.618	427.8
HIGH	424.5
0.618	422.8
0.500	422.0
0.382	421.5
LOW	419.5
0.618	416.5
1.000	414.5
1.618	411.5
2.618	406.5
4.250	398.3

Fisher Pivots for day following 18-Feb-2009
Pivot	1 day	3 day
R1	422.0	430.5
PP	420.5	426.3
S1	419.0	421.8

Download as Excel Spreadsheet

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

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