ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	379.7	379.2	-0.5	-0.1%	413.7
High	395.0	379.2	-15.8	-4.0%	413.7
Low	379.7	365.0	-14.7	-3.9%	379.7
Close	385.9	367.7	-18.2	-4.7%	385.9
Range	15.3	14.2	-1.1	-7.2%	34.0
ATR	12.3	12.9	0.6	5.0%	0.0
Volume	132	132	0	0.0%	921

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	413.3	404.8	375.5
R3	399.0	390.5	371.5
R2	384.8	384.8	370.3
R1	376.3	376.3	369.0	373.5
PP	370.8	370.8	370.8	369.3
S1	362.0	362.0	366.5	359.3
S2	356.5	356.5	365.0
S3	342.3	347.8	363.8
S4	328.0	333.8	360.0

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	409.3	365.0	44.3	12.0%	13.5	3.7%	6%	False	True	206
10	432.0	365.0	67.0	18.2%	12.0	3.2%	4%	False	True	120
20	468.5	365.0	103.5	28.1%	10.5	2.8%	3%	False	True	132

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	439.5
2.618	416.5
1.618	402.3
1.000	393.5
0.618	388.0
HIGH	379.3
0.618	373.8
0.500	372.0
0.382	370.5
LOW	365.0
0.618	356.3
1.000	350.8
1.618	342.0
2.618	327.8
4.250	304.8

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	372.0	383.3
PP	370.8	378.0
S1	369.3	373.0

Download as Excel Spreadsheet

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

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