ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 457.6 479.5 21.9 4.8% 456.0
High 484.1 494.1 10.0 2.1% 493.1
Low 451.5 473.4 21.9 4.9% 428.5
Close 482.2 485.6 3.4 0.7% 472.6
Range 32.6 20.7 -11.9 -36.5% 64.6
ATR 35.2 34.1 -1.0 -2.9% 0.0
Volume 103,204 136,917 33,713 32.7% 915,813
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 546.5 536.8 497.0
R3 525.8 516.0 491.3
R2 505.0 505.0 489.5
R1 495.3 495.3 487.5 500.3
PP 484.3 484.3 484.3 486.8
S1 474.8 474.8 483.8 479.5
S2 463.8 463.8 481.8
S3 443.0 454.0 480.0
S4 422.3 433.3 474.3
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
5 494.1 428.5 65.6 13.5% 33.8 6.9% 87% True False 142,818
10 494.1 422.0 72.1 14.8% 32.0 6.6% 88% True False 165,564
20 494.1 369.2 124.9 25.7% 34.8 7.2% 93% True False 162,124
40 554.0 369.2 184.8 38.1% 35.0 7.2% 63% False False 161,682
60 713.7 369.2 344.5 70.9% 38.5 7.9% 34% False False 181,158
80 765.5 369.2 396.3 81.6% 35.3 7.3% 29% False False 162,188
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 582.0
2.618 548.3
1.618 527.5
1.000 514.8
0.618 507.0
HIGH 494.0
0.618 486.3
0.500 483.8
0.382 481.3
LOW 473.5
0.618 460.5
1.000 452.8
1.618 440.0
2.618 419.3
4.250 385.5
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 485.0 480.3
PP 484.3 474.8
S1 483.8 469.3

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

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