ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 05-Mar-2009

Day Change Summary
	Previous	Current
	04-Mar-2009	05-Mar-2009	Change	Change %	Previous Week
Open	360.8	362.7	1.9	0.5%	413.7
High	372.5	363.0	-9.5	-2.6%	413.7
Low	359.9	346.0	-13.9	-3.9%	379.7
Close	364.3	349.3	-15.0	-4.1%	385.9
Range	12.6	17.0	4.4	34.9%	34.0
ATR	13.8	14.1	0.3	2.3%	0.0
Volume	914	1,693	779	85.2%	921

Daily Pivots for day following 05-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	403.8	393.5	358.8
R3	386.8	376.5	354.0
R2	369.8	369.8	352.5
R1	359.5	359.5	350.8	356.3
PP	352.8	352.8	352.8	351.0
S1	342.5	342.5	347.8	339.3
S2	335.8	335.8	346.3
S3	318.8	325.5	344.5
S4	301.8	308.5	340.0

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	395.0	346.0	49.0	14.0%	16.0	4.6%	7%	False	True	619
10	413.7	346.0	67.7	19.4%	15.0	4.3%	5%	False	True	391
20	468.5	346.0	122.5	35.1%	12.0	3.5%	3%	False	True	236

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 2 trading days

Fibonacci Retracements and Extensions
4.250	435.3
2.618	407.5
1.618	390.5
1.000	380.0
0.618	373.5
HIGH	363.0
0.618	356.5
0.500	354.5
0.382	352.5
LOW	346.0
0.618	335.5
1.000	329.0
1.618	318.5
2.618	301.5
4.250	273.8

Fisher Pivots for day following 05-Mar-2009
Pivot	1 day	3 day
R1	354.5	359.5
PP	352.8	356.0
S1	351.0	352.8

Download as Excel Spreadsheet

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

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