ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 501.5 502.5 1.0 0.2% 472.7
High 508.5 518.6 10.1 2.0% 506.9
Low 493.3 501.3 8.0 1.6% 457.9
Close 503.6 510.5 6.9 1.4% 500.2
Range 15.2 17.3 2.1 13.8% 49.0
ATR 21.7 21.4 -0.3 -1.5% 0.0
Volume 71,499 107,778 36,279 50.7% 228,459
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 562.0 553.5 520.0
R3 544.8 536.3 515.3
R2 527.5 527.5 513.8
R1 519.0 519.0 512.0 523.3
PP 510.3 510.3 510.3 512.3
S1 501.8 501.8 509.0 506.0
S2 492.8 492.8 507.3
S3 475.5 484.3 505.8
S4 458.3 467.0 501.0
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
5 518.6 466.9 51.7 10.1% 17.5 3.4% 84% True False 76,294
10 518.6 457.0 61.6 12.1% 17.5 3.4% 87% True False 78,536
20 518.6 425.8 92.8 18.2% 22.5 4.4% 91% True False 103,483
40 518.6 374.9 143.7 28.1% 18.3 3.6% 94% True False 51,758
60 573.6 374.9 198.7 38.9% 15.5 3.0% 68% False False 34,508
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 3.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 592.0
2.618 564.0
1.618 546.5
1.000 536.0
0.618 529.3
HIGH 518.5
0.618 512.0
0.500 510.0
0.382 508.0
LOW 501.3
0.618 490.5
1.000 484.0
1.618 473.3
2.618 456.0
4.250 427.8
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 510.3 508.8
PP 510.3 507.0
S1 510.0 505.3

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

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