ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 455.6 432.7 -22.9 -5.0% 480.6
High 461.6 458.4 -3.2 -0.7% 480.6
Low 426.9 429.0 2.1 0.5% 436.5
Close 432.6 453.7 21.1 4.9% 463.6
Range 34.7 29.4 -5.3 -15.3% 44.1
ATR 22.4 22.9 0.5 2.2% 0.0
Volume 3,025 139,174 136,149 4,500.8% 624,887
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 535.3 523.8 469.8
R3 505.8 494.5 461.8
R2 476.5 476.5 459.0
R1 465.0 465.0 456.5 470.8
PP 447.0 447.0 447.0 450.0
S1 435.8 435.8 451.0 441.3
S2 417.8 417.8 448.3
S3 388.3 406.3 445.5
S4 358.8 376.8 437.5
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
5 474.4 426.9 47.5 10.5% 27.8 6.1% 56% False False 111,524
10 511.5 426.9 84.6 18.6% 23.0 5.1% 32% False False 107,700
20 518.6 426.9 91.7 20.2% 20.3 4.5% 29% False False 93,118
40 518.6 374.9 143.7 31.7% 21.3 4.7% 55% False False 78,682
60 554.2 374.9 179.3 39.5% 17.3 3.8% 44% False False 52,457
80 700.0 374.9 325.1 71.7% 16.8 3.7% 24% False False 39,353
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 583.3
2.618 535.3
1.618 506.0
1.000 487.8
0.618 476.5
HIGH 458.5
0.618 447.3
0.500 443.8
0.382 440.3
LOW 429.0
0.618 410.8
1.000 399.5
1.618 381.5
2.618 352.0
4.250 304.0
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 450.3 451.8
PP 447.0 450.0
S1 443.8 448.3

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

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