ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 449.3 462.6 13.3 3.0% 480.6
High 463.8 469.5 5.7 1.2% 480.6
Low 436.5 448.3 11.8 2.7% 436.5
Close 459.9 463.6 3.7 0.8% 463.6
Range 27.3 21.2 -6.1 -22.3% 44.1
ATR 21.3 21.3 0.0 0.0% 0.0
Volume 129,093 178,653 49,560 38.4% 624,887
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 524.0 515.0 475.3
R3 502.8 493.8 469.5
R2 481.8 481.8 467.5
R1 472.8 472.8 465.5 477.3
PP 460.5 460.5 460.5 462.8
S1 451.5 451.5 461.8 456.0
S2 439.3 439.3 459.8
S3 418.0 430.3 457.8
S4 396.8 409.0 452.0
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 592.5 572.3 487.8
R3 548.5 528.0 475.8
R2 504.3 504.3 471.8
R1 484.0 484.0 467.8 472.0
PP 460.3 460.3 460.3 454.3
S1 439.8 439.8 459.5 428.0
S2 416.3 416.3 455.5
S3 372.0 395.8 451.5
S4 328.0 351.8 439.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 480.6 436.5 44.1 9.5% 21.3 4.6% 61% False False 124,977
10 518.6 436.5 82.1 17.7% 20.0 4.3% 33% False False 111,407
20 518.6 436.5 82.1 17.7% 19.3 4.1% 33% False False 102,416
40 518.6 374.9 143.7 31.0% 21.0 4.5% 62% False False 75,128
60 554.2 374.9 179.3 38.7% 16.3 3.5% 49% False False 50,087
80 712.5 374.9 337.6 72.8% 16.3 3.5% 26% False False 37,580
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 559.5
2.618 525.0
1.618 503.8
1.000 490.8
0.618 482.5
HIGH 469.5
0.618 461.5
0.500 459.0
0.382 456.5
LOW 448.3
0.618 435.3
1.000 427.0
1.618 414.0
2.618 392.8
4.250 358.3
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 462.0 461.0
PP 460.5 458.3
S1 459.0 455.5

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

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