ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 420.0 416.0 -4.0 -1.0% 437.0
High 428.8 416.3 -12.5 -2.9% 437.9
Low 415.3 401.0 -14.3 -3.4% 401.0
Close 416.7 409.2 -7.5 -1.8% 409.2
Range 13.5 15.3 1.8 13.3% 36.9
ATR 18.7 18.5 -0.2 -1.1% 0.0
Volume 151,224 136,477 -14,747 -9.8% 446,788
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 454.8 447.3 417.5
R3 439.5 432.0 413.5
R2 424.3 424.3 412.0
R1 416.8 416.8 410.5 412.8
PP 408.8 408.8 408.8 407.0
S1 401.3 401.3 407.8 397.5
S2 393.5 393.5 406.5
S3 378.3 386.0 405.0
S4 363.0 370.8 400.8
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 526.8 504.8 429.5
R3 489.8 468.0 419.3
R2 453.0 453.0 416.0
R1 431.0 431.0 412.5 423.5
PP 416.0 416.0 416.0 412.3
S1 394.3 394.3 405.8 386.8
S2 379.3 379.3 402.5
S3 342.3 357.3 399.0
S4 305.3 320.3 389.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 456.2 401.0 55.2 13.5% 14.3 3.5% 15% False True 120,647
10 471.1 401.0 70.1 17.1% 16.3 4.0% 12% False True 124,803
20 474.2 401.0 73.2 17.9% 17.3 4.2% 11% False True 124,068
40 518.6 401.0 117.6 28.7% 18.5 4.5% 7% False True 108,252
60 518.6 401.0 117.6 28.7% 20.3 5.0% 7% False True 95,960
80 554.2 374.9 179.3 43.8% 17.8 4.3% 19% False False 71,971
100 689.1 374.9 314.2 76.8% 17.0 4.2% 11% False False 57,582
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 481.3
2.618 456.3
1.618 441.0
1.000 431.5
0.618 425.8
HIGH 416.3
0.618 410.5
0.500 408.8
0.382 406.8
LOW 401.0
0.618 391.5
1.000 385.8
1.618 376.3
2.618 361.0
4.250 336.0
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 409.0 417.5
PP 408.8 414.8
S1 408.8 412.0

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

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