ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 484.3 492.1 7.8 1.6% 472.7
High 503.0 506.9 3.9 0.8% 506.9
Low 481.0 491.9 10.9 2.3% 457.9
Close 497.9 500.2 2.3 0.5% 500.2
Range 22.0 15.0 -7.0 -31.8% 49.0
ATR 22.8 22.2 -0.6 -2.4% 0.0
Volume 57,196 85,371 28,175 49.3% 228,459
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 544.8 537.5 508.5
R3 529.8 522.5 504.3
R2 514.8 514.8 503.0
R1 507.5 507.5 501.5 511.0
PP 499.8 499.8 499.8 501.5
S1 492.5 492.5 498.8 496.0
S2 484.8 484.8 497.5
S3 469.8 477.5 496.0
S4 454.8 462.5 492.0
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 635.3 616.8 527.3
R3 586.3 567.8 513.8
R2 537.3 537.3 509.3
R1 518.8 518.8 504.8 528.0
PP 488.3 488.3 488.3 493.0
S1 469.8 469.8 495.8 479.0
S2 439.3 439.3 491.3
S3 390.3 420.8 486.8
S4 341.3 371.8 473.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 506.9 457.9 49.0 9.8% 16.5 3.3% 86% True False 51,556
10 506.9 457.0 49.9 10.0% 18.5 3.7% 87% True False 93,424
20 506.9 422.2 84.7 16.9% 24.0 4.8% 92% True False 94,540
40 528.4 374.9 153.5 30.7% 17.5 3.5% 82% False False 47,276
60 573.6 374.9 198.7 39.7% 15.5 3.1% 63% False False 31,521
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 3.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 570.8
2.618 546.3
1.618 531.3
1.000 522.0
0.618 516.3
HIGH 507.0
0.618 501.3
0.500 499.5
0.382 497.8
LOW 492.0
0.618 482.8
1.000 477.0
1.618 467.8
2.618 452.8
4.250 428.3
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 500.0 495.8
PP 499.8 491.3
S1 499.5 487.0

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

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