ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 416.0 409.9 -6.1 -1.5% 437.0
High 416.3 418.2 1.9 0.5% 437.9
Low 401.0 394.0 -7.0 -1.7% 401.0
Close 409.2 398.2 -11.0 -2.7% 409.2
Range 15.3 24.2 8.9 58.2% 36.9
ATR 18.5 18.9 0.4 2.2% 0.0
Volume 136,477 169,689 33,212 24.3% 446,788
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 476.0 461.3 411.5
R3 451.8 437.3 404.8
R2 427.8 427.8 402.8
R1 413.0 413.0 400.5 408.3
PP 403.5 403.5 403.5 401.0
S1 388.8 388.8 396.0 384.0
S2 379.3 379.3 393.8
S3 355.0 364.5 391.5
S4 330.8 340.3 385.0
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
5 437.9 394.0 43.9 11.0% 16.5 4.1% 10% False True 123,295
10 470.4 394.0 76.4 19.2% 16.3 4.1% 5% False True 128,035
20 474.2 394.0 80.2 20.1% 17.3 4.3% 5% False True 125,344
40 518.6 394.0 124.6 31.3% 18.8 4.7% 3% False True 109,515
60 518.6 394.0 124.6 31.3% 20.5 5.2% 3% False True 98,788
80 554.2 374.9 179.3 45.0% 18.0 4.5% 13% False False 74,092
100 684.0 374.9 309.1 77.6% 17.3 4.3% 8% False False 59,276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.5
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 521.0
2.618 481.5
1.618 457.3
1.000 442.5
0.618 433.3
HIGH 418.3
0.618 409.0
0.500 406.0
0.382 403.3
LOW 394.0
0.618 379.0
1.000 369.8
1.618 354.8
2.618 330.8
4.250 291.3
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 406.0 411.5
PP 403.5 407.0
S1 400.8 402.5

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

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