ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 437.2 462.6 25.4 5.8% 405.0
High 469.2 490.0 20.8 4.4% 490.0
Low 424.5 460.1 35.6 8.4% 396.6
Close 465.6 472.7 7.1 1.5% 472.7
Range 44.7 29.9 -14.8 -33.1% 93.4
ATR 37.1 36.6 -0.5 -1.4% 0.0
Volume 142,315 1,548 -140,767 -98.9% 572,299
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 564.0 548.3 489.3
R3 534.0 518.3 481.0
R2 504.3 504.3 478.3
R1 488.5 488.5 475.5 496.3
PP 474.3 474.3 474.3 478.3
S1 458.5 458.5 470.0 466.5
S2 444.3 444.3 467.3
S3 414.5 428.8 464.5
S4 384.5 398.8 456.3
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 733.3 696.5 524.0
R3 640.0 603.0 498.5
R2 546.5 546.5 489.8
R1 509.5 509.5 481.3 528.0
PP 453.0 453.0 453.0 462.3
S1 416.3 416.3 464.3 434.8
S2 359.8 359.8 455.5
S3 266.3 322.8 447.0
S4 173.0 229.5 421.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 490.0 369.2 120.8 25.6% 35.3 7.5% 86% True False 164,168
10 490.0 369.2 120.8 25.6% 35.3 7.5% 86% True False 176,642
20 554.0 369.2 184.8 39.1% 33.5 7.1% 56% False False 157,326
40 655.6 369.2 286.4 60.6% 41.5 8.8% 36% False False 193,279
60 765.5 369.2 396.3 83.8% 38.3 8.1% 26% False False 181,904
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 7.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 617.0
2.618 568.3
1.618 538.5
1.000 520.0
0.618 508.5
HIGH 490.0
0.618 478.5
0.500 475.0
0.382 471.5
LOW 460.0
0.618 441.5
1.000 430.3
1.618 411.8
2.618 381.8
4.250 333.0
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 475.0 467.5
PP 474.3 462.5
S1 473.5 457.3

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

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