ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 445.2 448.7 3.5 0.8% 438.0
High 450.7 454.9 4.2 0.9% 474.2
Low 434.1 443.4 9.3 2.1% 432.0
Close 447.5 449.1 1.6 0.4% 442.6
Range 16.6 11.5 -5.1 -30.7% 42.2
ATR 21.8 21.1 -0.7 -3.4% 0.0
Volume 125,341 130,600 5,259 4.2% 581,755
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 483.8 477.8 455.5
R3 472.3 466.3 452.3
R2 460.8 460.8 451.3
R1 454.8 454.8 450.3 457.8
PP 449.3 449.3 449.3 450.5
S1 443.3 443.3 448.0 446.3
S2 437.8 437.8 447.0
S3 426.3 431.8 446.0
S4 414.8 420.3 442.8
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 8.9% 17.3 3.9% 37% False False 116,885
10 474.2 425.6 48.6 10.8% 20.3 4.5% 48% False False 125,000
20 518.6 425.6 93.0 20.7% 21.0 4.7% 25% False False 114,780
40 518.6 422.2 96.4 21.5% 22.3 5.0% 28% False False 106,441
60 518.6 374.9 143.7 32.0% 19.0 4.2% 52% False False 70,969
80 573.6 374.9 198.7 44.2% 16.8 3.7% 37% False False 53,229
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 503.8
2.618 485.0
1.618 473.5
1.000 466.5
0.618 462.0
HIGH 455.0
0.618 450.5
0.500 449.3
0.382 447.8
LOW 443.5
0.618 436.3
1.000 432.0
1.618 424.8
2.618 413.3
4.250 394.5
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 449.3 448.3
PP 449.3 447.5
S1 449.0 446.5

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

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