ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 405.0 433.0 28.0 6.9% 451.2
High 439.0 446.6 7.6 1.7% 464.3
Low 396.6 424.9 28.3 7.1% 369.2
Close 433.0 437.2 4.2 1.0% 401.2
Range 42.4 21.7 -20.7 -48.8% 95.1
ATR 37.7 36.5 -1.1 -3.0% 0.0
Volume 249,763 178,673 -71,090 -28.5% 953,245
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 501.3 491.0 449.3
R3 479.8 469.3 443.3
R2 458.0 458.0 441.3
R1 447.5 447.5 439.3 452.8
PP 436.3 436.3 436.3 438.8
S1 425.8 425.8 435.3 431.0
S2 414.5 414.5 433.3
S3 392.8 404.3 431.3
S4 371.3 382.5 425.3
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 696.8 644.3 453.5
R3 601.8 549.0 427.3
R2 506.8 506.8 418.8
R1 454.0 454.0 410.0 432.8
PP 411.5 411.5 411.5 401.0
S1 358.8 358.8 392.5 337.8
S2 316.5 316.5 383.8
S3 221.3 263.8 375.0
S4 126.3 168.8 349.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 454.3 369.2 85.1 19.5% 37.0 8.4% 80% False False 208,105
10 494.9 369.2 125.7 28.8% 38.8 8.9% 54% False False 189,630
20 554.0 369.2 184.8 42.3% 33.0 7.5% 37% False False 169,394
40 679.9 369.2 310.7 71.1% 41.3 9.4% 22% False False 196,896
60 765.5 369.2 396.3 90.6% 37.5 8.6% 17% False False 179,515
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 9.0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 538.8
2.618 503.5
1.618 481.8
1.000 468.3
0.618 460.0
HIGH 446.5
0.618 438.3
0.500 435.8
0.382 433.3
LOW 425.0
0.618 411.5
1.000 403.3
1.618 389.8
2.618 368.0
4.250 332.8
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 436.8 427.5
PP 436.3 417.8
S1 435.8 408.0

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

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