ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	388.9	390.0	1.1	0.3%	349.6
High	393.8	398.8	5.0	1.3%	393.8
Low	384.2	382.0	-2.2	-0.6%	339.5
Close	391.6	386.0	-5.6	-1.4%	391.6
Range	9.6	16.8	7.2	75.0%	54.3
ATR	16.1	16.1	0.1	0.3%	0.0
Volume	208,155	181,213	-26,942	-12.9%	281,077

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	439.3	429.5	395.3
R3	422.5	412.8	390.5
R2	405.8	405.8	389.0
R1	395.8	395.8	387.5	392.5
PP	389.0	389.0	389.0	387.3
S1	379.0	379.0	384.5	375.5
S2	372.3	372.3	383.0
S3	355.3	362.3	381.5
S4	338.5	345.5	376.8

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	537.8	519.0	421.5
R3	483.5	464.8	406.5
R2	429.3	429.3	401.5
R1	410.5	410.5	396.5	419.8
PP	375.0	375.0	375.0	379.8
S1	356.3	356.3	386.5	365.5
S2	320.8	320.8	381.8
S3	266.3	301.8	376.8
S4	212.0	247.5	361.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	398.8	339.5	59.3	15.4%	17.3	4.5%	78%	True	False	92,458
10	398.8	339.5	59.3	15.4%	16.5	4.3%	78%	True	False	46,597
20	441.5	339.5	102.0	26.4%	13.5	3.5%	46%	False	False	23,352

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	470.3
2.618	442.8
1.618	426.0
1.000	415.5
0.618	409.3
HIGH	398.8
0.618	392.5
0.500	390.5
0.382	388.5
LOW	382.0
0.618	371.5
1.000	365.3
1.618	354.8
2.618	338.0
4.250	310.5

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	390.5	383.3
PP	389.0	380.5
S1	387.5	377.8

Download as Excel Spreadsheet

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

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