ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 455.3 445.2 -10.1 -2.2% 438.0
High 459.0 450.7 -8.3 -1.8% 474.2
Low 439.7 434.1 -5.6 -1.3% 432.0
Close 442.6 447.5 4.9 1.1% 442.6
Range 19.3 16.6 -2.7 -14.0% 42.2
ATR 22.2 21.8 -0.4 -1.8% 0.0
Volume 111,028 125,341 14,313 12.9% 581,755
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 494.0 487.3 456.8
R3 477.3 470.8 452.0
R2 460.8 460.8 450.5
R1 454.0 454.0 449.0 457.5
PP 444.0 444.0 444.0 445.8
S1 437.5 437.5 446.0 440.8
S2 427.5 427.5 444.5
S3 411.0 421.0 443.0
S4 394.3 404.3 438.3
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 576.3 551.5 465.8
R3 534.0 509.5 454.3
R2 491.8 491.8 450.3
R1 467.3 467.3 446.5 479.5
PP 449.5 449.5 449.5 455.8
S1 425.0 425.0 438.8 437.3
S2 407.5 407.5 434.8
S3 365.3 382.8 431.0
S4 323.0 340.5 419.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 474.2 434.1 40.1 9.0% 17.3 3.9% 33% False True 115,213
10 474.2 425.6 48.6 10.9% 22.8 5.1% 45% False False 112,242
20 518.6 425.6 93.0 20.8% 21.3 4.8% 24% False False 111,825
40 518.6 422.2 96.4 21.5% 22.8 5.1% 26% False False 103,182
60 528.4 374.9 153.5 34.3% 18.8 4.2% 47% False False 68,792
80 573.6 374.9 198.7 44.4% 17.0 3.8% 37% False False 51,597
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 3.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 521.3
2.618 494.3
1.618 477.5
1.000 467.3
0.618 461.0
HIGH 450.8
0.618 444.3
0.500 442.5
0.382 440.5
LOW 434.0
0.618 423.8
1.000 417.5
1.618 407.3
2.618 390.8
4.250 363.5
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 445.8 453.0
PP 444.0 451.3
S1 442.5 449.3

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

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