ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 449.2 455.8 6.6 1.5% 455.6
High 457.5 474.2 16.7 3.7% 461.6
Low 446.2 455.7 9.5 2.1% 425.6
Close 451.1 472.3 21.2 4.7% 439.4
Range 11.3 18.5 7.2 63.7% 36.0
ATR 22.5 22.6 0.0 0.2% 0.0
Volume 122,242 101,942 -20,300 -16.6% 415,331
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 523.0 516.0 482.5
R3 504.5 497.5 477.5
R2 486.0 486.0 475.8
R1 479.0 479.0 474.0 482.5
PP 467.5 467.5 467.5 469.0
S1 460.5 460.5 470.5 464.0
S2 449.0 449.0 469.0
S3 430.5 442.0 467.3
S4 412.0 423.5 462.0
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
5 474.2 425.6 48.6 10.3% 21.3 4.5% 96% True False 125,668
10 474.4 425.6 48.8 10.3% 24.5 5.2% 96% False False 118,596
20 518.6 425.6 93.0 19.7% 21.3 4.5% 50% False False 104,340
40 518.6 415.0 103.6 21.9% 23.3 4.9% 55% False False 94,389
60 554.2 374.9 179.3 38.0% 18.5 3.9% 54% False False 62,928
80 652.8 374.9 277.9 58.8% 17.3 3.7% 35% False False 47,199
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 5.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 552.8
2.618 522.8
1.618 504.3
1.000 492.8
0.618 485.8
HIGH 474.3
0.618 467.3
0.500 465.0
0.382 462.8
LOW 455.8
0.618 444.3
1.000 437.3
1.618 425.8
2.618 407.3
4.250 377.0
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 469.8 466.0
PP 467.5 459.5
S1 465.0 453.0

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

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