ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	419.6	424.1	4.5	1.1%	463.4
High	424.6	424.6	0.0	0.0%	467.9
Low	419.6	417.3	-2.3	-0.5%	431.5
Close	417.5	414.4	-3.1	-0.7%	441.5
Range	5.0	7.3	2.3	46.0%	36.4
ATR	11.1	10.8	-0.3	-2.4%	0.0
Volume	96	31	-65	-67.7%	686

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	440.8	434.8	418.5
R3	433.3	427.5	416.5
R2	426.0	426.0	415.8
R1	420.3	420.3	415.0	419.5
PP	418.8	418.8	418.8	418.5
S1	413.0	413.0	413.8	412.3
S2	411.5	411.5	413.0
S3	404.3	405.8	412.5
S4	396.8	398.3	410.5

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	417.3	33.8	8.2%	5.8	1.4%	-9%	False	True	45
10	468.5	417.3	51.2	12.4%	9.3	2.2%	-6%	False	True	81

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	1.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	455.5
2.618	443.8
1.618	436.5
1.000	432.0
0.618	429.0
HIGH	424.5
0.618	421.8
0.500	421.0
0.382	420.0
LOW	417.3
0.618	412.8
1.000	410.0
1.618	405.5
2.618	398.3
4.250	386.3

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	421.0	424.8
PP	418.8	421.3
S1	416.5	417.8

Download as Excel Spreadsheet

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

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