ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 472.5 449.3 -23.2 -4.9% 501.5
High 474.4 463.8 -10.6 -2.2% 518.6
Low 447.9 436.5 -11.4 -2.5% 475.9
Close 452.4 459.9 7.5 1.7% 476.6
Range 26.5 27.3 0.8 3.0% 42.7
ATR 20.9 21.3 0.5 2.2% 0.0
Volume 107,678 129,093 21,415 19.9% 489,191
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 535.3 525.0 475.0
R3 508.0 497.5 467.5
R2 480.8 480.8 465.0
R1 470.3 470.3 462.5 475.5
PP 453.5 453.5 453.5 456.0
S1 443.0 443.0 457.5 448.3
S2 426.0 426.0 455.0
S3 398.8 415.8 452.5
S4 371.5 388.5 445.0
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
5 503.5 436.5 67.0 14.6% 22.5 4.9% 35% False True 107,695
10 518.6 436.5 82.1 17.9% 19.3 4.2% 29% False True 102,079
20 518.6 436.5 82.1 17.9% 19.0 4.2% 29% False True 106,448
40 518.6 374.9 143.7 31.2% 20.5 4.4% 59% False False 70,661
60 554.2 374.9 179.3 39.0% 16.0 3.5% 47% False False 47,109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 579.8
2.618 535.3
1.618 508.0
1.000 491.0
0.618 480.8
HIGH 463.8
0.618 453.3
0.500 450.3
0.382 447.0
LOW 436.5
0.618 419.8
1.000 409.3
1.618 392.3
2.618 365.0
4.250 320.5
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 456.8 458.5
PP 453.5 457.3
S1 450.3 456.0

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

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