ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 428.7 456.0 27.3 6.4% 472.0
High 461.6 484.5 22.9 5.0% 473.0
Low 422.0 453.2 31.2 7.4% 412.4
Close 456.8 480.5 23.7 5.2% 456.8
Range 39.6 31.3 -8.3 -21.0% 60.6
ATR 36.7 36.3 -0.4 -1.1% 0.0
Volume 176,645 198,527 21,882 12.4% 777,593
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 566.8 554.8 497.8
R3 535.3 523.5 489.0
R2 504.0 504.0 486.3
R1 492.3 492.3 483.3 498.3
PP 472.8 472.8 472.8 475.8
S1 461.0 461.0 477.8 466.8
S2 441.5 441.5 474.8
S3 410.3 429.8 472.0
S4 378.8 398.3 463.3
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 629.3 603.5 490.3
R3 568.5 543.0 473.5
R2 508.0 508.0 468.0
R1 482.5 482.5 462.3 465.0
PP 447.5 447.5 447.5 438.8
S1 421.8 421.8 451.3 404.3
S2 386.8 386.8 445.8
S3 326.3 361.3 440.3
S4 265.5 300.5 423.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 484.5 417.7 66.8 13.9% 31.5 6.6% 94% True False 184,815
10 490.0 396.6 93.4 19.4% 35.8 7.4% 90% False False 154,841
20 524.1 369.2 154.9 32.2% 37.0 7.7% 72% False False 162,859
40 599.3 369.2 230.1 47.9% 38.3 8.0% 48% False False 179,704
60 765.5 369.2 396.3 82.5% 39.8 8.3% 28% False False 192,848
80 765.5 369.2 396.3 82.5% 33.8 7.0% 28% False False 148,677
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 6.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 617.5
2.618 566.5
1.618 535.3
1.000 515.8
0.618 503.8
HIGH 484.5
0.618 472.5
0.500 468.8
0.382 465.3
LOW 453.3
0.618 433.8
1.000 422.0
1.618 402.5
2.618 371.3
4.250 320.3
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 476.5 471.5
PP 472.8 462.3
S1 468.8 453.3

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

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