ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 449.7 443.9 -5.8 -1.3% 438.0
High 460.4 459.6 -0.8 -0.2% 474.2
Low 444.2 441.1 -3.1 -0.7% 432.0
Close 449.1 451.0 1.9 0.4% 442.6
Range 16.2 18.5 2.3 14.2% 42.2
ATR 20.8 20.6 -0.2 -0.8% 0.0
Volume 121,764 129,693 7,929 6.5% 581,755
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 506.0 497.0 461.3
R3 487.5 478.5 456.0
R2 469.0 469.0 454.5
R1 460.0 460.0 452.8 464.5
PP 450.5 450.5 450.5 452.8
S1 441.5 441.5 449.3 446.0
S2 432.0 432.0 447.5
S3 413.5 423.0 446.0
S4 395.0 404.5 440.8
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
5 460.4 434.1 26.3 5.8% 16.5 3.6% 64% False False 123,685
10 474.2 425.6 48.6 10.8% 18.3 4.0% 52% False False 123,332
20 503.5 425.6 77.9 17.3% 21.0 4.6% 33% False False 116,790
40 518.6 425.6 93.0 20.6% 21.8 4.8% 27% False False 112,694
60 518.6 374.9 143.7 31.9% 19.5 4.3% 53% False False 75,160
80 573.6 374.9 198.7 44.1% 16.5 3.7% 38% False False 56,371
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 538.3
2.618 508.0
1.618 489.5
1.000 478.0
0.618 471.0
HIGH 459.5
0.618 452.5
0.500 450.3
0.382 448.3
LOW 441.0
0.618 429.8
1.000 422.5
1.618 411.3
2.618 392.8
4.250 362.5
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 450.8 451.0
PP 450.5 450.8
S1 450.3 450.8

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

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