ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 415.6 410.2 -5.4 -1.3% 390.0
High 422.1 416.1 -6.0 -1.4% 422.1
Low 408.6 395.6 -13.0 -3.2% 380.7
Close 411.8 397.4 -14.4 -3.5% 397.4
Range 13.5 20.5 7.0 51.9% 41.4
ATR 16.9 17.1 0.3 1.5% 0.0
Volume 235,304 184,992 -50,312 -21.4% 1,086,691
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 464.5 451.5 408.8
R3 444.0 431.0 403.0
R2 423.5 423.5 401.3
R1 410.5 410.5 399.3 406.8
PP 403.0 403.0 403.0 401.3
S1 390.0 390.0 395.5 386.3
S2 382.5 382.5 393.8
S3 362.0 369.5 391.8
S4 341.5 349.0 386.0
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 524.3 502.3 420.3
R3 482.8 460.8 408.8
R2 441.5 441.5 405.0
R1 419.5 419.5 401.3 430.5
PP 400.0 400.0 400.0 405.5
S1 378.0 378.0 393.5 389.0
S2 358.8 358.8 389.8
S3 317.3 336.8 386.0
S4 275.8 295.3 374.8
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 10.4% 19.5 4.9% 40% False False 217,338
10 422.1 339.5 82.6 20.8% 18.0 4.6% 70% False False 136,848
20 422.1 339.5 82.6 20.8% 16.5 4.2% 70% False False 68,619
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 5.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 503.3
2.618 469.8
1.618 449.3
1.000 436.5
0.618 428.8
HIGH 416.0
0.618 408.3
0.500 405.8
0.382 403.5
LOW 395.5
0.618 383.0
1.000 375.0
1.618 362.5
2.618 342.0
4.250 308.5
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 405.8 408.8
PP 403.0 405.0
S1 400.3 401.3

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

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