ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 403.2 415.6 12.4 3.1% 349.6
High 419.0 422.1 3.1 0.7% 393.8
Low 396.1 408.6 12.5 3.2% 339.5
Close 416.7 411.8 -4.9 -1.2% 391.6
Range 22.9 13.5 -9.4 -41.0% 54.3
ATR 17.1 16.9 -0.3 -1.5% 0.0
Volume 241,823 235,304 -6,519 -2.7% 281,077
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 454.8 446.8 419.3
R3 441.3 433.3 415.5
R2 427.8 427.8 414.3
R1 419.8 419.8 413.0 417.0
PP 414.3 414.3 414.3 412.8
S1 406.3 406.3 410.5 403.5
S2 400.8 400.8 409.3
S3 387.3 392.8 408.0
S4 373.8 379.3 404.5
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
5 422.1 380.7 41.4 10.1% 17.3 4.2% 75% True False 221,970
10 422.1 339.5 82.6 20.1% 17.8 4.3% 88% True False 118,518
20 424.6 339.5 85.1 20.7% 15.8 3.8% 85% False False 59,371
Crabel Price Patterns
NR True
NR4 True
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 4.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 479.5
2.618 457.5
1.618 444.0
1.000 435.5
0.618 430.5
HIGH 422.0
0.618 417.0
0.500 415.3
0.382 413.8
LOW 408.5
0.618 400.3
1.000 395.0
1.618 386.8
2.618 373.3
4.250 351.3
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 415.3 408.3
PP 414.3 404.8
S1 413.0 401.5

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

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