ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 502.5 511.3 8.8 1.8% 472.7
High 518.6 511.5 -7.1 -1.4% 506.9
Low 501.3 489.2 -12.1 -2.4% 457.9
Close 510.5 496.9 -13.6 -2.7% 500.2
Range 17.3 22.3 5.0 28.9% 49.0
ATR 21.4 21.5 0.1 0.3% 0.0
Volume 107,778 103,468 -4,310 -4.0% 228,459
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 566.0 553.8 509.3
R3 543.8 531.5 503.0
R2 521.5 521.5 501.0
R1 509.3 509.3 499.0 504.3
PP 499.3 499.3 499.3 496.8
S1 487.0 487.0 494.8 482.0
S2 477.0 477.0 492.8
S3 454.5 464.5 490.8
S4 432.3 442.3 484.8
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
5 518.6 481.0 37.6 7.6% 18.3 3.7% 42% False False 85,062
10 518.6 457.9 60.7 12.2% 16.5 3.3% 64% False False 74,625
20 518.6 425.8 92.8 18.7% 22.5 4.5% 77% False False 108,598
40 518.6 374.9 143.7 28.9% 18.8 3.8% 85% False False 54,345
60 573.6 374.9 198.7 40.0% 15.0 3.0% 61% False False 36,232
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 606.3
2.618 570.0
1.618 547.5
1.000 533.8
0.618 525.3
HIGH 511.5
0.618 503.0
0.500 500.3
0.382 497.8
LOW 489.3
0.618 475.5
1.000 467.0
1.618 453.0
2.618 430.8
4.250 394.5
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 500.3 504.0
PP 499.3 501.5
S1 498.0 499.3

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

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