ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 349.6 361.5 11.9 3.4% 379.2
High 351.9 374.3 22.4 6.4% 379.2
Low 339.5 360.3 20.8 6.1% 340.4
Close 342.2 362.3 20.1 5.9% 351.8
Range 12.4 14.0 1.6 12.9% 38.8
ATR 14.0 15.3 1.3 9.3% 0.0
Volume 1,298 13,213 11,915 918.0% 3,687
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 407.8 399.0 370.0
R3 393.8 385.0 366.3
R2 379.8 379.8 364.8
R1 371.0 371.0 363.5 375.3
PP 365.8 365.8 365.8 367.8
S1 357.0 357.0 361.0 361.3
S2 351.8 351.8 359.8
S3 337.8 343.0 358.5
S4 323.8 329.0 354.5
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
5 374.3 339.5 34.8 9.6% 14.0 3.9% 66% True False 3,567
10 404.3 339.5 64.8 17.9% 14.3 3.9% 35% False False 1,842
20 451.1 339.5 111.6 30.8% 12.0 3.3% 20% False False 995
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 1.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 433.8
2.618 411.0
1.618 397.0
1.000 388.3
0.618 383.0
HIGH 374.3
0.618 369.0
0.500 367.3
0.382 365.8
LOW 360.3
0.618 351.8
1.000 346.3
1.618 337.8
2.618 323.8
4.250 300.8
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 367.3 360.5
PP 365.8 358.8
S1 364.0 357.0

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

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