ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 476.2 470.0 -6.2 -1.3% 472.0
High 493.1 483.6 -9.5 -1.9% 473.0
Low 461.1 466.3 5.2 1.1% 412.4
Close 468.4 475.7 7.3 1.6% 456.8
Range 32.0 17.3 -14.7 -45.9% 60.6
ATR 36.0 34.7 -1.3 -3.7% 0.0
Volume 176,053 191,821 15,768 9.0% 777,593
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 527.0 518.8 485.3
R3 509.8 501.5 480.5
R2 492.5 492.5 478.8
R1 484.0 484.0 477.3 488.3
PP 475.3 475.3 475.3 477.3
S1 466.8 466.8 474.0 471.0
S2 458.0 458.0 472.5
S3 440.5 449.5 471.0
S4 423.3 432.3 466.3
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
5 493.1 422.0 71.1 14.9% 30.5 6.4% 76% False False 188,309
10 493.1 412.4 80.7 17.0% 34.3 7.2% 78% False False 148,785
20 494.9 369.2 125.7 26.4% 36.5 7.7% 85% False False 169,208
40 562.0 369.2 192.8 40.5% 36.8 7.7% 55% False False 173,115
60 765.5 369.2 396.3 83.3% 39.3 8.3% 27% False False 192,692
80 765.5 369.2 396.3 83.3% 34.0 7.1% 27% False False 153,274
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.8
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 557.0
2.618 529.0
1.618 511.5
1.000 501.0
0.618 494.3
HIGH 483.5
0.618 477.0
0.500 475.0
0.382 473.0
LOW 466.3
0.618 455.5
1.000 449.0
1.618 438.3
2.618 421.0
4.250 392.8
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 475.5 474.8
PP 475.3 474.0
S1 475.0 473.3

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

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