ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 462.6 455.6 -7.0 -1.5% 480.6
High 469.5 461.6 -7.9 -1.7% 480.6
Low 448.3 426.9 -21.4 -4.8% 436.5
Close 463.6 432.6 -31.0 -6.7% 463.6
Range 21.2 34.7 13.5 63.7% 44.1
ATR 21.3 22.4 1.1 5.2% 0.0
Volume 178,653 3,025 -175,628 -98.3% 624,887
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 544.5 523.3 451.8
R3 509.8 488.5 442.3
R2 475.0 475.0 439.0
R1 453.8 453.8 435.8 447.0
PP 440.3 440.3 440.3 437.0
S1 419.3 419.3 429.5 412.5
S2 405.8 405.8 426.3
S3 371.0 384.5 423.0
S4 336.3 349.8 413.5
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
5 475.3 426.9 48.4 11.2% 24.8 5.7% 12% False True 102,479
10 518.6 426.9 91.7 21.2% 22.0 5.1% 6% False True 104,560
20 518.6 426.9 91.7 21.2% 19.8 4.6% 6% False True 93,694
40 518.6 374.9 143.7 33.2% 21.0 4.9% 40% False False 75,203
60 554.2 374.9 179.3 41.4% 17.0 3.9% 32% False False 50,137
80 712.5 374.9 337.6 78.0% 16.5 3.8% 17% False False 37,618
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 4.1
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 609.0
2.618 552.5
1.618 517.8
1.000 496.3
0.618 483.0
HIGH 461.5
0.618 448.3
0.500 444.3
0.382 440.3
LOW 427.0
0.618 405.5
1.000 392.3
1.618 370.8
2.618 336.0
4.250 279.5
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 444.3 448.3
PP 440.3 443.0
S1 436.5 437.8

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

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