ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 443.6 438.0 -5.6 -1.3% 455.6
High 449.3 457.8 8.5 1.9% 461.6
Low 425.6 432.0 6.4 1.5% 425.6
Close 439.4 446.1 6.7 1.5% 439.4
Range 23.7 25.8 2.1 8.9% 36.0
ATR 23.2 23.4 0.2 0.8% 0.0
Volume 144,173 131,028 -13,145 -9.1% 415,331
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 522.8 510.3 460.3
R3 497.0 484.5 453.3
R2 471.0 471.0 450.8
R1 458.5 458.5 448.5 464.8
PP 445.3 445.3 445.3 448.5
S1 432.8 432.8 443.8 439.0
S2 419.5 419.5 441.3
S3 393.8 407.0 439.0
S4 368.0 381.3 432.0
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
5 461.6 425.6 36.0 8.1% 28.0 6.3% 57% False False 109,271
10 480.6 425.6 55.0 12.3% 24.5 5.5% 37% False False 117,124
20 518.6 425.6 93.0 20.8% 21.0 4.7% 22% False False 95,910
40 518.6 415.0 103.6 23.2% 23.0 5.1% 30% False False 88,785
60 554.2 374.9 179.3 40.2% 18.8 4.2% 40% False False 59,192
80 667.0 374.9 292.1 65.5% 17.3 3.9% 24% False False 44,397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 567.5
2.618 525.3
1.618 499.5
1.000 483.5
0.618 473.8
HIGH 457.8
0.618 448.0
0.500 445.0
0.382 441.8
LOW 432.0
0.618 416.0
1.000 406.3
1.618 390.3
2.618 364.5
4.250 322.3
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 445.8 444.8
PP 445.3 443.5
S1 445.0 442.3

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

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