ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 408.8 401.1 -7.7 -1.9% 437.0
High 411.4 406.8 -4.6 -1.1% 437.9
Low 394.0 391.2 -2.8 -0.7% 401.0
Close 397.9 393.9 -4.0 -1.0% 409.2
Range 17.4 15.6 -1.8 -10.3% 36.9
ATR 18.7 18.5 -0.2 -1.2% 0.0
Volume 156,961 181,693 24,732 15.8% 446,788
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 444.0 434.5 402.5
R3 428.5 419.0 398.3
R2 413.0 413.0 396.8
R1 403.5 403.5 395.3 400.3
PP 397.3 397.3 397.3 395.8
S1 387.8 387.8 392.5 384.8
S2 381.8 381.8 391.0
S3 366.0 372.3 389.5
S4 350.5 356.5 385.3
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
5 418.2 391.2 27.0 6.9% 18.0 4.6% 10% False True 160,170
10 456.2 391.2 65.0 16.5% 16.8 4.2% 4% False True 137,849
20 471.8 391.2 80.6 20.5% 17.0 4.3% 3% False True 132,317
40 518.6 391.2 127.4 32.3% 19.0 4.9% 2% False True 118,329
60 518.6 391.2 127.4 32.3% 21.3 5.4% 2% False True 107,032
80 554.2 374.9 179.3 45.5% 18.0 4.6% 11% False False 80,275
100 652.8 374.9 277.9 70.6% 17.3 4.4% 7% False False 64,222
Crabel Price Patterns
NR True
NR4 True
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 4.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 473.0
2.618 447.8
1.618 432.0
1.000 422.5
0.618 416.5
HIGH 406.8
0.618 400.8
0.500 399.0
0.382 397.3
LOW 391.3
0.618 381.5
1.000 375.5
1.618 366.0
2.618 350.3
4.250 325.0
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 399.0 402.3
PP 397.3 399.5
S1 395.5 396.8

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

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