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

Download as Excel Spreadsheet

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

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