ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 06-Mar-2009

Day Change Summary
	Previous	Current
	05-Mar-2009	06-Mar-2009	Change	Change %	Previous Week
Open	362.7	348.0	-14.7	-4.1%	379.2
High	363.0	354.6	-8.4	-2.3%	379.2
Low	346.0	340.4	-5.6	-1.6%	340.4
Close	349.3	351.8	2.5	0.7%	351.8
Range	17.0	14.2	-2.8	-16.5%	38.8
ATR	14.1	14.1	0.0	0.1%	0.0
Volume	1,693	720	-973	-57.5%	3,687

Daily Pivots for day following 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	391.5	385.8	359.5
R3	377.3	371.8	355.8
R2	363.3	363.3	354.5
R1	357.5	357.5	353.0	360.3
PP	349.0	349.0	349.0	350.3
S1	343.3	343.3	350.5	346.0
S2	334.8	334.8	349.3
S3	320.5	329.0	348.0
S4	306.3	314.8	344.0

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	473.5	451.5	373.3
R3	434.8	412.8	362.5
R2	396.0	396.0	359.0
R1	373.8	373.8	355.3	365.5
PP	357.3	357.3	357.3	353.0
S1	335.0	335.0	348.3	326.8
S2	318.3	318.3	344.8
S3	279.5	296.3	341.3
S4	240.8	257.5	330.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	379.2	340.4	38.8	11.0%	15.8	4.5%	29%	False	True	737
10	413.7	340.4	73.3	20.8%	15.5	4.4%	16%	False	True	460
20	467.9	340.4	127.5	36.2%	12.3	3.5%	9%	False	True	272

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	1.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	415.0
2.618	391.8
1.618	377.5
1.000	368.8
0.618	363.5
HIGH	354.5
0.618	349.3
0.500	347.5
0.382	345.8
LOW	340.5
0.618	331.5
1.000	326.3
1.618	317.5
2.618	303.3
4.250	280.0

Fisher Pivots for day following 06-Mar-2009
Pivot	1 day	3 day
R1	350.3	356.5
PP	349.0	355.0
S1	347.5	353.3

Download as Excel Spreadsheet

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

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