ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 472.0 420.9 -51.1 -10.8% 405.0
High 473.0 443.5 -29.5 -6.2% 490.0
Low 412.4 417.7 5.3 1.3% 396.6
Close 418.2 440.9 22.7 5.4% 472.7
Range 60.6 25.8 -34.8 -57.4% 93.4
ATR 38.3 37.4 -0.9 -2.3% 0.0
Volume 52,042 170,567 118,525 227.7% 572,299
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 511.5 502.0 455.0
R3 485.8 476.3 448.0
R2 459.8 459.8 445.8
R1 450.3 450.3 443.3 455.0
PP 434.0 434.0 434.0 436.5
S1 424.5 424.5 438.5 429.3
S2 408.3 408.3 436.3
S3 382.5 398.8 433.8
S4 356.8 373.0 426.8
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
5 490.0 412.4 77.6 17.6% 36.5 8.3% 37% False False 109,029
10 490.0 369.2 120.8 27.4% 37.5 8.5% 59% False False 155,981
20 554.0 369.2 184.8 41.9% 35.5 8.0% 39% False False 150,307
40 603.7 369.2 234.5 53.2% 41.3 9.3% 31% False False 189,986
60 765.5 369.2 396.3 89.9% 39.0 8.8% 18% False False 185,555
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 553.3
2.618 511.0
1.618 485.3
1.000 469.3
0.618 459.5
HIGH 443.5
0.618 433.8
0.500 430.5
0.382 427.5
LOW 417.8
0.618 401.8
1.000 392.0
1.618 376.0
2.618 350.3
4.250 308.0
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 437.5 451.3
PP 434.0 447.8
S1 430.5 444.3

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

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