ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 357.0 366.9 9.9 2.8% 409.9
High 375.6 369.0 -6.6 -1.8% 418.2
Low 356.0 348.0 -8.0 -2.2% 383.4
Close 366.9 351.9 -15.0 -4.1% 388.5
Range 19.6 21.0 1.4 7.1% 34.8
ATR 18.8 19.0 0.2 0.8% 0.0
Volume 189,290 176,206 -13,084 -6.9% 801,070
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 419.3 406.5 363.5
R3 398.3 385.5 357.8
R2 377.3 377.3 355.8
R1 364.5 364.5 353.8 360.5
PP 356.3 356.3 356.3 354.3
S1 343.5 343.5 350.0 339.5
S2 335.3 335.3 348.0
S3 314.3 322.5 346.0
S4 293.3 301.5 340.3
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 501.0 479.5 407.8
R3 466.3 444.8 398.0
R2 431.5 431.5 395.0
R1 410.0 410.0 391.8 403.3
PP 396.8 396.8 396.8 393.5
S1 375.3 375.3 385.3 368.5
S2 362.0 362.0 382.0
S3 327.0 340.5 379.0
S4 292.3 305.5 369.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 398.2 348.0 50.2 14.3% 19.5 5.6% 8% False True 170,022
10 418.2 348.0 70.2 19.9% 18.8 5.3% 6% False True 165,096
20 471.1 348.0 123.1 35.0% 17.8 5.0% 3% False True 144,610
40 511.5 348.0 163.5 46.5% 19.3 5.5% 2% False True 130,045
60 518.6 348.0 170.6 48.5% 20.5 5.8% 2% False True 121,191
80 518.6 348.0 170.6 48.5% 18.8 5.4% 2% False True 90,901
100 573.6 348.0 225.6 64.1% 17.0 4.8% 2% False True 72,723
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 3.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 458.3
2.618 424.0
1.618 403.0
1.000 390.0
0.618 382.0
HIGH 369.0
0.618 361.0
0.500 358.5
0.382 356.0
LOW 348.0
0.618 335.0
1.000 327.0
1.618 314.0
2.618 293.0
4.250 258.8
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 358.5 362.3
PP 356.3 358.8
S1 354.0 355.3

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

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