ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 448.2 487.3 39.1 8.7% 514.6
High 494.9 488.9 -6.0 -1.2% 524.1
Low 430.5 445.6 15.1 3.5% 430.5
Close 488.9 447.7 -41.2 -8.4% 447.7
Range 64.4 43.3 -21.1 -32.8% 93.6
ATR 38.0 38.4 0.4 1.0% 0.0
Volume 141,433 240,877 99,444 70.3% 755,523
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 590.8 562.5 471.5
R3 547.3 519.3 459.5
R2 504.0 504.0 455.8
R1 475.8 475.8 451.8 468.3
PP 460.8 460.8 460.8 457.0
S1 432.5 432.5 443.8 425.0
S2 417.5 417.5 439.8
S3 374.3 389.3 435.8
S4 330.8 346.0 424.0
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 748.3 691.5 499.3
R3 654.8 598.0 473.5
R2 561.0 561.0 464.8
R1 504.3 504.3 456.3 486.0
PP 467.5 467.5 467.5 458.3
S1 410.8 410.8 439.0 392.3
S2 373.8 373.8 430.5
S3 280.3 317.3 422.0
S4 186.8 223.5 396.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 524.1 430.5 93.6 20.9% 42.0 9.4% 18% False False 151,104
10 554.0 430.5 123.5 27.6% 32.5 7.3% 14% False False 146,900
20 554.0 430.5 123.5 27.6% 36.0 8.0% 14% False False 162,135
40 752.9 430.5 322.4 72.0% 40.8 9.1% 5% False False 191,492
60 765.5 430.5 335.0 74.8% 35.0 7.8% 5% False False 156,531
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 6.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 673.0
2.618 602.3
1.618 559.0
1.000 532.3
0.618 515.8
HIGH 489.0
0.618 472.3
0.500 467.3
0.382 462.3
LOW 445.5
0.618 418.8
1.000 402.3
1.618 375.5
2.618 332.3
4.250 261.5
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 467.3 462.8
PP 460.8 457.8
S1 454.3 452.8

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

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