ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 452.0 467.5 15.5 3.4% 445.2
High 471.1 470.4 -0.7 -0.1% 471.1
Low 448.3 461.2 12.9 2.9% 434.1
Close 469.5 466.6 -2.9 -0.6% 469.5
Range 22.8 9.2 -13.6 -59.6% 37.0
ATR 20.8 19.9 -0.8 -4.0% 0.0
Volume 137,374 124,521 -12,853 -9.4% 644,772
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 493.8 489.3 471.8
R3 484.5 480.3 469.3
R2 475.3 475.3 468.3
R1 471.0 471.0 467.5 468.5
PP 466.0 466.0 466.0 464.8
S1 461.8 461.8 465.8 459.3
S2 456.8 456.8 465.0
S3 447.8 452.5 464.0
S4 438.5 443.3 461.5
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
5 471.1 441.1 30.0 6.4% 15.8 3.4% 85% False False 128,790
10 474.2 434.1 40.1 8.6% 16.5 3.5% 81% False False 122,002
20 480.6 425.6 55.0 11.8% 20.5 4.4% 75% False False 119,563
40 518.6 425.6 93.0 19.9% 21.3 4.6% 44% False False 118,585
60 518.6 374.9 143.7 30.8% 20.0 4.3% 64% False False 79,525
80 554.2 374.9 179.3 38.4% 16.5 3.5% 51% False False 59,645
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 509.5
2.618 494.5
1.618 485.3
1.000 479.5
0.618 476.0
HIGH 470.5
0.618 467.0
0.500 465.8
0.382 464.8
LOW 461.3
0.618 455.5
1.000 452.0
1.618 446.3
2.618 437.0
4.250 422.0
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 466.3 463.0
PP 466.0 459.5
S1 465.8 456.0

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

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