ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	410.2	413.7	3.5	0.9%	441.5
High	410.8	413.7	2.9	0.7%	441.5
Low	401.6	391.8	-9.8	-2.4%	401.6
Close	407.4	395.8	-11.6	-2.8%	407.4
Range	9.2	21.9	12.7	138.0%	39.9
ATR	10.9	11.7	0.8	7.1%	0.0
Volume	23	23	0	0.0%	150

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	466.3	452.8	407.8
R3	444.3	431.0	401.8
R2	422.3	422.3	399.8
R1	409.0	409.0	397.8	404.8
PP	400.5	400.5	400.5	398.3
S1	387.3	387.3	393.8	382.8
S2	378.5	378.5	391.8
S3	356.8	365.3	389.8
S4	334.8	343.3	383.8

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	432.0	391.8	40.2	10.2%	10.5	2.6%	10%	False	True	34
10	467.1	391.8	75.3	19.0%	10.8	2.7%	5%	False	True	85
20	468.5	391.8	76.7	19.4%	8.3	2.1%	5%	False	True	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.1
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	506.8
2.618	471.0
1.618	449.3
1.000	435.5
0.618	427.3
HIGH	413.8
0.618	405.3
0.500	402.8
0.382	400.3
LOW	391.8
0.618	378.3
1.000	370.0
1.618	356.3
2.618	334.5
4.250	298.8

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	402.8	408.3
PP	400.5	404.0
S1	398.0	400.0

Download as Excel Spreadsheet

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

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