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

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

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