ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	401.5	379.7	-21.8	-5.4%	413.7
High	401.5	395.0	-6.5	-1.6%	413.7
Low	389.5	379.7	-9.8	-2.5%	379.7
Close	391.3	385.9	-5.4	-1.4%	385.9
Range	12.0	15.3	3.3	27.5%	34.0
ATR	12.0	12.3	0.2	1.9%	0.0
Volume	38	132	94	247.4%	921

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	432.8	424.8	394.3
R3	417.5	409.3	390.0
R2	402.3	402.3	388.8
R1	394.0	394.0	387.3	398.0
PP	386.8	386.8	386.8	389.0
S1	378.8	378.8	384.5	382.8
S2	371.5	371.5	383.0
S3	356.3	363.5	381.8
S4	341.0	348.3	377.5

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	495.0	474.5	404.5
R3	461.0	440.5	395.3
R2	427.0	427.0	392.3
R1	406.5	406.5	389.0	399.8
PP	393.0	393.0	393.0	389.8
S1	372.5	372.5	382.8	365.8
S2	359.0	359.0	379.8
S3	325.0	338.5	376.5
S4	291.0	304.5	367.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	413.7	379.7	34.0	8.8%	15.0	3.9%	18%	False	True	184
10	441.5	379.7	61.8	16.0%	10.5	2.7%	10%	False	True	107
20	468.5	379.7	88.8	23.0%	9.8	2.5%	7%	False	True	126

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	0.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	460.0
2.618	435.0
1.618	419.8
1.000	410.3
0.618	404.5
HIGH	395.0
0.618	389.3
0.500	387.3
0.382	385.5
LOW	379.8
0.618	370.3
1.000	364.5
1.618	355.0
2.618	339.8
4.250	314.8

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	387.3	392.0
PP	386.8	390.0
S1	386.5	388.0

Download as Excel Spreadsheet

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

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