ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 448.0 451.7 3.7 0.8% 467.5
High 453.7 456.2 2.5 0.6% 470.4
Low 433.5 442.4 8.9 2.1% 433.5
Close 453.4 443.7 -9.7 -2.1% 443.7
Range 20.2 13.8 -6.4 -31.7% 36.9
ATR 19.8 19.4 -0.4 -2.2% 0.0
Volume 110,885 156,450 45,565 41.1% 663,876
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 488.8 480.0 451.3
R3 475.0 466.3 447.5
R2 461.3 461.3 446.3
R1 452.5 452.5 445.0 450.0
PP 447.5 447.5 447.5 446.3
S1 438.8 438.8 442.5 436.3
S2 433.8 433.8 441.3
S3 419.8 424.8 440.0
S4 406.0 411.0 436.0
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 560.0 538.8 464.0
R3 523.0 501.8 453.8
R2 486.0 486.0 450.5
R1 465.0 465.0 447.0 457.0
PP 449.3 449.3 449.3 445.3
S1 428.0 428.0 440.3 420.3
S2 412.3 412.3 437.0
S3 375.5 391.0 433.5
S4 338.5 354.3 423.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 470.4 433.5 36.9 8.3% 16.3 3.7% 28% False False 132,775
10 471.1 433.5 37.6 8.5% 16.8 3.8% 27% False False 130,864
20 474.2 425.6 48.6 11.0% 20.0 4.5% 37% False False 124,219
40 518.6 425.6 93.0 21.0% 19.5 4.4% 19% False False 115,334
60 518.6 374.9 143.7 32.4% 20.3 4.6% 48% False False 88,514
80 554.2 374.9 179.3 40.4% 17.0 3.8% 38% False False 66,387
Crabel Price Patterns
NR True
NR4 False
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 4.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 514.8
2.618 492.3
1.618 478.5
1.000 470.0
0.618 464.8
HIGH 456.3
0.618 451.0
0.500 449.3
0.382 447.8
LOW 442.5
0.618 433.8
1.000 428.5
1.618 420.0
2.618 406.3
4.250 383.8
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 449.3 444.8
PP 447.5 444.5
S1 445.5 444.0

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

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