ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 455.0 443.6 -11.4 -2.5% 455.6
High 459.0 449.3 -9.7 -2.1% 461.6
Low 432.4 425.6 -6.8 -1.6% 425.6
Close 444.0 439.4 -4.6 -1.0% 439.4
Range 26.6 23.7 -2.9 -10.9% 36.0
ATR 23.2 23.2 0.0 0.2% 0.0
Volume 128,959 144,173 15,214 11.8% 415,331
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 509.3 498.0 452.5
R3 485.5 474.3 446.0
R2 461.8 461.8 443.8
R1 450.5 450.5 441.5 444.3
PP 438.0 438.0 438.0 435.0
S1 427.0 427.0 437.3 420.8
S2 414.5 414.5 435.0
S3 390.8 403.3 433.0
S4 367.0 379.5 426.3
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 550.3 530.8 459.3
R3 514.3 494.8 449.3
R2 478.3 478.3 446.0
R1 458.8 458.8 442.8 450.5
PP 442.3 442.3 442.3 438.0
S1 422.8 422.8 436.0 414.5
S2 406.3 406.3 432.8
S3 370.3 386.8 429.5
S4 334.3 350.8 419.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 469.5 425.6 43.9 10.0% 27.0 6.2% 31% False True 118,796
10 503.5 425.6 77.9 17.7% 24.8 5.6% 18% False True 113,246
20 518.6 425.6 93.0 21.2% 20.3 4.6% 15% False True 93,687
40 518.6 415.0 103.6 23.6% 22.3 5.1% 24% False False 85,510
60 554.2 374.9 179.3 40.8% 18.3 4.1% 36% False False 57,009
80 684.0 374.9 309.1 70.3% 17.3 3.9% 21% False False 42,759
Crabel Price Patterns
NR True
NR4 True
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 5.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 550.0
2.618 511.3
1.618 487.8
1.000 473.0
0.618 464.0
HIGH 449.3
0.618 440.3
0.500 437.5
0.382 434.8
LOW 425.5
0.618 411.0
1.000 402.0
1.618 387.3
2.618 363.5
4.250 325.0
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 438.8 442.3
PP 438.0 441.3
S1 437.5 440.3

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

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