ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 437.0 472.7 35.7 8.2% 456.0
High 474.3 476.3 2.0 0.4% 493.1
Low 428.5 444.6 16.1 3.8% 428.5
Close 472.6 457.7 -14.9 -3.2% 472.6
Range 45.8 31.7 -14.1 -30.8% 64.6
ATR 35.7 35.4 -0.3 -0.8% 0.0
Volume 169,019 124,561 -44,458 -26.3% 915,813
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 554.8 537.8 475.3
R3 523.0 506.3 466.5
R2 491.3 491.3 463.5
R1 474.5 474.5 460.5 467.0
PP 459.5 459.5 459.5 455.8
S1 442.8 442.8 454.8 435.3
S2 427.8 427.8 452.0
S3 396.3 411.0 449.0
S4 364.5 379.3 440.3
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 658.5 630.3 508.3
R3 594.0 565.5 490.3
R2 529.3 529.3 484.5
R1 501.0 501.0 478.5 515.3
PP 464.8 464.8 464.8 471.8
S1 436.3 436.3 466.8 450.5
S2 400.3 400.3 460.8
S3 335.5 371.8 454.8
S4 271.0 307.3 437.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 493.1 428.5 64.6 14.1% 32.8 7.2% 45% False False 168,369
10 493.1 417.7 75.4 16.5% 32.3 7.0% 53% False False 176,592
20 493.1 369.2 123.9 27.1% 34.8 7.6% 71% False False 167,175
40 554.0 369.2 184.8 40.4% 35.3 7.7% 48% False False 164,655
60 752.9 369.2 383.7 83.8% 38.8 8.5% 23% False False 183,387
80 765.5 369.2 396.3 86.6% 35.0 7.6% 22% False False 159,192
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 6.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 611.0
2.618 559.3
1.618 527.5
1.000 508.0
0.618 496.0
HIGH 476.3
0.618 464.3
0.500 460.5
0.382 456.8
LOW 444.5
0.618 425.0
1.000 413.0
1.618 393.3
2.618 361.5
4.250 310.0
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 460.5 456.3
PP 459.5 454.8
S1 458.5 453.3

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

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