ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 443.9 452.0 8.1 1.8% 445.2
High 459.6 471.1 11.5 2.5% 471.1
Low 441.1 448.3 7.2 1.6% 434.1
Close 451.0 469.5 18.5 4.1% 469.5
Range 18.5 22.8 4.3 23.2% 37.0
ATR 20.6 20.8 0.2 0.8% 0.0
Volume 129,693 137,374 7,681 5.9% 644,772
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 531.3 523.3 482.0
R3 508.5 500.5 475.8
R2 485.8 485.8 473.8
R1 477.8 477.8 471.5 481.8
PP 463.0 463.0 463.0 465.0
S1 454.8 454.8 467.5 459.0
S2 440.3 440.3 465.3
S3 417.3 432.0 463.3
S4 394.5 409.3 457.0
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 569.3 556.3 489.8
R3 532.3 519.3 479.8
R2 495.3 495.3 476.3
R1 482.3 482.3 473.0 488.8
PP 458.3 458.3 458.3 461.5
S1 445.3 445.3 466.0 451.8
S2 421.3 421.3 462.8
S3 384.3 408.3 459.3
S4 347.3 371.3 449.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471.1 434.1 37.0 7.9% 17.0 3.6% 96% True False 128,954
10 474.2 432.0 42.2 9.0% 18.0 3.9% 89% False False 122,652
20 503.5 425.6 77.9 16.6% 21.5 4.6% 56% False False 117,949
40 518.6 425.6 93.0 19.8% 21.5 4.6% 47% False False 116,023
60 518.6 374.9 143.7 30.6% 20.0 4.2% 66% False False 77,449
80 573.6 374.9 198.7 42.3% 16.5 3.5% 48% False False 58,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 568.0
2.618 530.8
1.618 508.0
1.000 494.0
0.618 485.3
HIGH 471.0
0.618 462.5
0.500 459.8
0.382 457.0
LOW 448.3
0.618 434.3
1.000 425.5
1.618 411.5
2.618 388.5
4.250 351.5
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 466.3 465.0
PP 463.0 460.5
S1 459.8 456.0

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

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