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

Download as Excel Spreadsheet

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

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