ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	413.7	398.5	-15.2	-3.7%	441.5
High	413.7	409.3	-4.4	-1.1%	441.5
Low	391.8	393.3	1.5	0.4%	401.6
Close	395.8	406.7	10.9	2.8%	407.4
Range	21.9	16.0	-5.9	-26.9%	39.9
ATR	11.7	12.0	0.3	2.6%	0.0
Volume	23	676	653	2,839.1%	150

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	451.0	445.0	415.5
R3	435.0	429.0	411.0
R2	419.0	419.0	409.8
R1	413.0	413.0	408.3	416.0
PP	403.0	403.0	403.0	404.8
S1	397.0	397.0	405.3	400.0
S2	387.0	387.0	403.8
S3	371.0	381.0	402.3
S4	355.0	365.0	398.0

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	424.6	391.8	32.8	8.1%	12.0	2.9%	45%	False	False	169
10	451.1	391.8	59.3	14.6%	9.8	2.4%	25%	False	False	148
20	468.5	391.8	76.7	18.9%	8.8	2.2%	19%	False	False	116

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	477.3
2.618	451.3
1.618	435.3
1.000	425.3
0.618	419.3
HIGH	409.3
0.618	403.3
0.500	401.3
0.382	399.5
LOW	393.3
0.618	383.5
1.000	377.3
1.618	367.5
2.618	351.5
4.250	325.3

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	405.0	405.5
PP	403.0	404.0
S1	401.3	402.8

Download as Excel Spreadsheet

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

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