ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 511.3 498.1 -13.2 -2.6% 472.7
High 511.5 500.9 -10.6 -2.1% 506.9
Low 489.2 489.5 0.3 0.1% 457.9
Close 496.9 499.7 2.8 0.6% 500.2
Range 22.3 11.4 -10.9 -48.9% 49.0
ATR 21.5 20.8 -0.7 -3.4% 0.0
Volume 103,468 114,202 10,734 10.4% 228,459
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 531.0 526.8 506.0
R3 519.5 515.3 502.8
R2 508.0 508.0 501.8
R1 504.0 504.0 500.8 506.0
PP 496.8 496.8 496.8 497.8
S1 492.5 492.5 498.8 494.5
S2 485.3 485.3 497.5
S3 474.0 481.0 496.5
S4 462.5 469.8 493.5
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
5 518.6 489.2 29.4 5.9% 16.3 3.2% 36% False False 96,463
10 518.6 457.9 60.7 12.1% 15.8 3.2% 69% False False 74,127
20 518.6 425.8 92.8 18.6% 21.5 4.3% 80% False False 114,098
40 518.6 374.9 143.7 28.8% 19.3 3.8% 87% False False 57,200
60 573.6 374.9 198.7 39.8% 15.0 3.0% 63% False False 38,135
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 549.3
2.618 530.8
1.618 519.3
1.000 512.3
0.618 508.0
HIGH 501.0
0.618 496.5
0.500 495.3
0.382 493.8
LOW 489.5
0.618 482.5
1.000 478.0
1.618 471.0
2.618 459.8
4.250 441.0
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 498.3 504.0
PP 496.8 502.5
S1 495.3 501.0

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

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