ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 426.4 420.0 -6.4 -1.5% 467.5
High 434.2 428.8 -5.4 -1.2% 470.4
Low 417.6 415.3 -2.3 -0.6% 433.5
Close 419.8 416.7 -3.1 -0.7% 443.7
Range 16.6 13.5 -3.1 -18.7% 36.9
ATR 19.1 18.7 -0.4 -2.1% 0.0
Volume 157,396 151,224 -6,172 -3.9% 663,876
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 460.8 452.3 424.0
R3 447.3 438.8 420.5
R2 433.8 433.8 419.3
R1 425.3 425.3 418.0 422.8
PP 420.3 420.3 420.3 419.0
S1 411.8 411.8 415.5 409.3
S2 406.8 406.8 414.3
S3 393.3 398.3 413.0
S4 379.8 384.8 409.3
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
5 456.2 415.3 40.9 9.8% 15.3 3.7% 3% False True 115,529
10 471.1 415.3 55.8 13.4% 16.5 4.0% 3% False True 124,125
20 474.2 415.3 58.9 14.1% 17.8 4.3% 2% False True 123,692
40 518.6 415.3 103.3 24.8% 19.0 4.6% 1% False True 108,405
60 518.6 374.9 143.7 34.5% 20.0 4.8% 29% False False 93,685
80 554.2 374.9 179.3 43.0% 17.5 4.2% 23% False False 70,265
100 700.0 374.9 325.1 78.0% 17.0 4.1% 13% False False 56,221
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 4.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 486.3
2.618 464.3
1.618 450.8
1.000 442.3
0.618 437.3
HIGH 428.8
0.618 423.8
0.500 422.0
0.382 420.5
LOW 415.3
0.618 407.0
1.000 401.8
1.618 393.5
2.618 380.0
4.250 358.0
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 422.0 426.5
PP 420.3 423.3
S1 418.5 420.0

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

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