ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	404.3	401.5	-2.8	-0.7%	441.5
High	404.3	401.5	-2.8	-0.7%	441.5
Low	394.6	389.5	-5.1	-1.3%	401.6
Close	395.3	391.3	-4.0	-1.0%	407.4
Range	9.7	12.0	2.3	23.7%	39.9
ATR	12.0	12.0	0.0	0.0%	0.0
Volume	52	38	-14	-26.9%	150

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	430.0	422.8	398.0
R3	418.0	410.8	394.5
R2	406.0	406.0	393.5
R1	398.8	398.8	392.5	396.5
PP	394.0	394.0	394.0	393.0
S1	386.8	386.8	390.3	384.5
S2	382.0	382.0	389.0
S3	370.0	374.8	388.0
S4	358.0	362.8	384.8

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	413.7	389.5	24.2	6.2%	13.8	3.5%	7%	False	True	162
10	451.1	389.5	61.6	15.7%	9.8	2.5%	3%	False	True	103
20	468.5	389.5	79.0	20.2%	9.3	2.4%	2%	False	True	120

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	1.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	452.5
2.618	433.0
1.618	421.0
1.000	413.5
0.618	409.0
HIGH	401.5
0.618	397.0
0.500	395.5
0.382	394.0
LOW	389.5
0.618	382.0
1.000	377.5
1.618	370.0
2.618	358.0
4.250	338.5

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	395.5	399.5
PP	394.0	396.8
S1	392.8	394.0

Download as Excel Spreadsheet

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

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