ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 399.3 428.8 29.5 7.4% 390.0
High 434.7 430.5 -4.2 -1.0% 422.1
Low 399.2 413.0 13.8 3.5% 380.7
Close 429.8 416.1 -13.7 -3.2% 397.4
Range 35.5 17.5 -18.0 -50.7% 41.4
ATR 18.6 18.5 -0.1 -0.4% 0.0
Volume 146,437 179,962 33,525 22.9% 1,086,691
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 472.3 461.8 425.8
R3 454.8 444.3 421.0
R2 437.3 437.3 419.3
R1 426.8 426.8 417.8 423.3
PP 419.8 419.8 419.8 418.3
S1 409.3 409.3 414.5 405.8
S2 402.3 402.3 413.0
S3 384.8 391.8 411.3
S4 367.3 374.3 406.5
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 524.3 502.3 420.3
R3 482.8 460.8 408.8
R2 441.5 441.5 405.0
R1 419.5 419.5 401.3 430.5
PP 400.0 400.0 400.0 405.5
S1 378.0 378.0 393.5 389.0
S2 358.8 358.8 389.8
S3 317.3 336.8 386.0
S4 275.8 295.3 374.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 434.7 395.6 39.1 9.4% 22.0 5.3% 52% False False 197,703
10 434.7 356.9 77.8 18.7% 20.8 5.0% 76% False False 169,286
20 434.7 339.5 95.2 22.9% 17.5 4.2% 80% False False 84,937
40 468.5 339.5 129.0 31.0% 12.8 3.1% 59% False False 42,510
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 505.0
2.618 476.3
1.618 458.8
1.000 448.0
0.618 441.3
HIGH 430.5
0.618 423.8
0.500 421.8
0.382 419.8
LOW 413.0
0.618 402.3
1.000 395.5
1.618 384.8
2.618 367.3
4.250 338.5
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 421.8 415.8
PP 419.8 415.5
S1 418.0 415.3

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

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