ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 424.1 410.2 -13.9 -3.3% 441.5
High 424.6 410.8 -13.8 -3.3% 441.5
Low 417.3 401.6 -15.7 -3.8% 401.6
Close 414.4 407.4 -7.0 -1.7% 407.4
Range 7.3 9.2 1.9 26.0% 39.9
ATR 10.8 10.9 0.1 1.3% 0.0
Volume 31 23 -8 -25.8% 150
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 434.3 430.0 412.5
R3 425.0 420.8 410.0
R2 415.8 415.8 409.0
R1 411.5 411.5 408.3 409.0
PP 406.5 406.5 406.5 405.3
S1 402.5 402.5 406.5 400.0
S2 397.5 397.5 405.8
S3 388.3 393.3 404.8
S4 379.0 384.0 402.3
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 536.5 511.8 429.3
R3 496.8 472.0 418.3
R2 456.8 456.8 414.8
R1 432.0 432.0 411.0 424.5
PP 416.8 416.8 416.8 413.0
S1 392.3 392.3 403.8 384.5
S2 377.0 377.0 400.0
S3 337.0 352.3 396.5
S4 297.3 312.3 385.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 441.5 401.6 39.9 9.8% 6.0 1.5% 15% False True 30
10 467.9 401.6 66.3 16.3% 9.3 2.3% 9% False True 83
20 468.5 401.6 66.9 16.4% 7.8 1.9% 9% False True 122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 450.0
2.618 435.0
1.618 425.8
1.000 420.0
0.618 416.5
HIGH 410.8
0.618 407.3
0.500 406.3
0.382 405.0
LOW 401.5
0.618 396.0
1.000 392.5
1.618 386.8
2.618 377.5
4.250 362.5
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 407.0 413.0
PP 406.5 411.3
S1 406.3 409.3

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

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