ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 451.2 448.0 -3.2 -0.7% 514.6
High 464.3 458.5 -5.8 -1.2% 524.1
Low 442.7 428.9 -13.8 -3.1% 430.5
Close 449.5 454.1 4.6 1.0% 447.7
Range 21.6 29.6 8.0 37.0% 93.6
ATR 37.2 36.6 -0.5 -1.5% 0.0
Volume 188,335 152,817 -35,518 -18.9% 755,523
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 536.0 524.8 470.5
R3 506.3 495.0 462.3
R2 476.8 476.8 459.5
R1 465.5 465.5 456.8 471.0
PP 447.3 447.3 447.3 450.0
S1 435.8 435.8 451.5 441.5
S2 417.5 417.5 448.8
S3 388.0 406.3 446.0
S4 358.3 376.8 437.8
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
5 494.9 428.9 66.0 14.5% 40.8 9.0% 38% False True 171,155
10 546.5 428.9 117.6 25.9% 34.3 7.5% 21% False True 150,085
20 554.0 428.9 125.1 27.5% 35.5 7.8% 20% False True 161,240
40 713.7 428.9 284.8 62.7% 40.5 8.9% 9% False True 190,676
60 765.5 428.9 336.6 74.1% 35.5 7.8% 7% False True 162,209
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 7.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 584.3
2.618 536.0
1.618 506.5
1.000 488.0
0.618 476.8
HIGH 458.5
0.618 447.3
0.500 443.8
0.382 440.3
LOW 429.0
0.618 410.5
1.000 399.3
1.618 381.0
2.618 351.5
4.250 303.0
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 450.8 459.0
PP 447.3 457.3
S1 443.8 455.8

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

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