ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 390.0 386.7 -3.3 -0.8% 349.6
High 398.8 404.7 5.9 1.5% 393.8
Low 382.0 380.7 -1.3 -0.3% 339.5
Close 386.0 403.3 17.3 4.5% 391.6
Range 16.8 24.0 7.2 42.9% 54.3
ATR 16.1 16.7 0.6 3.5% 0.0
Volume 181,213 243,359 62,146 34.3% 281,077
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 468.3 459.8 416.5
R3 444.3 435.8 410.0
R2 420.3 420.3 407.8
R1 411.8 411.8 405.5 416.0
PP 396.3 396.3 396.3 398.3
S1 387.8 387.8 401.0 392.0
S2 372.3 372.3 399.0
S3 348.3 363.8 396.8
S4 324.3 339.8 390.0
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 537.8 519.0 421.5
R3 483.5 464.8 406.5
R2 429.3 429.3 401.5
R1 410.5 410.5 396.5 419.8
PP 375.0 375.0 375.0 379.8
S1 356.3 356.3 386.5 365.5
S2 320.8 320.8 381.8
S3 266.3 301.8 376.8
S4 212.0 247.5 361.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 404.7 356.9 47.8 11.9% 19.5 4.8% 97% True False 140,870
10 404.7 339.5 65.2 16.2% 17.5 4.3% 98% True False 70,920
20 432.0 339.5 92.5 22.9% 14.8 3.6% 69% False False 35,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 506.8
2.618 467.5
1.618 443.5
1.000 428.8
0.618 419.5
HIGH 404.8
0.618 395.5
0.500 392.8
0.382 389.8
LOW 380.8
0.618 365.8
1.000 356.8
1.618 341.8
2.618 317.8
4.250 278.8
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 399.8 399.8
PP 396.3 396.3
S1 392.8 392.8

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

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