ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 467.9 472.5 4.6 1.0% 501.5
High 475.3 474.4 -0.9 -0.2% 518.6
Low 461.0 447.9 -13.1 -2.8% 475.9
Close 472.5 452.4 -20.1 -4.3% 476.6
Range 14.3 26.5 12.2 85.3% 42.7
ATR 20.4 20.9 0.4 2.1% 0.0
Volume 93,947 107,678 13,731 14.6% 489,191
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 537.8 521.5 467.0
R3 511.3 495.0 459.8
R2 484.8 484.8 457.3
R1 468.5 468.5 454.8 463.5
PP 458.3 458.3 458.3 455.8
S1 442.0 442.0 450.0 437.0
S2 431.8 431.8 447.5
S3 405.3 415.5 445.0
S4 378.8 389.0 437.8
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 618.5 590.3 500.0
R3 575.8 547.5 488.3
R2 533.0 533.0 484.5
R1 504.8 504.8 480.5 497.5
PP 490.3 490.3 490.3 486.8
S1 462.3 462.3 472.8 455.0
S2 447.8 447.8 468.8
S3 405.0 419.5 464.8
S4 362.3 376.8 453.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 503.5 447.9 55.6 12.3% 19.3 4.3% 8% False True 104,717
10 518.6 447.9 70.7 15.6% 18.8 4.2% 6% False True 94,889
20 518.6 447.9 70.7 15.6% 19.3 4.2% 6% False True 110,552
40 518.6 374.9 143.7 31.8% 20.0 4.4% 54% False False 67,434
60 554.2 374.9 179.3 39.6% 15.5 3.5% 43% False False 44,958
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 2.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 587.0
2.618 543.8
1.618 517.3
1.000 501.0
0.618 490.8
HIGH 474.5
0.618 464.3
0.500 461.3
0.382 458.0
LOW 448.0
0.618 431.5
1.000 421.5
1.618 405.0
2.618 378.5
4.250 335.3
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 461.3 464.3
PP 458.3 460.3
S1 455.3 456.3

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

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