ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 13-Nov-2008

Day Change Summary
	Previous	Current
	12-Nov-2008	13-Nov-2008	Change	Change %	Previous Week
Open	458.0	447.5	-10.5	-2.3%	532.7
High	458.0	491.8	33.8	7.4%	554.2
Low	458.0	447.5	-10.5	-2.3%	494.9
Close	449.2	487.5	38.3	8.5%	508.3
Range	0.0	44.3	44.3		59.3
ATR	19.6	21.4	1.8	9.0%	0.0
Volume	7	1	-6	-85.7%	31

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	608.5	592.3	511.8
R3	564.3	548.0	499.8
R2	520.0	520.0	495.5
R1	503.8	503.8	491.5	511.8
PP	475.5	475.5	475.5	479.8
S1	459.5	459.5	483.5	467.5
S2	431.3	431.3	479.5
S3	387.0	415.0	475.3
S4	342.8	370.8	463.3

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	697.0	662.0	541.0
R3	637.8	602.8	524.5
R2	578.5	578.5	519.3
R1	543.3	543.3	513.8	531.3
PP	519.3	519.3	519.3	513.0
S1	484.0	484.0	502.8	472.0
S2	459.8	459.8	497.5
S3	400.5	424.8	492.0
S4	341.3	365.5	475.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	497.0	447.5	49.5	10.2%	10.8	2.2%	81%	False	True	1
10	554.2	447.5	106.7	21.9%	9.3	1.9%	37%	False	True	5
20	554.2	439.1	115.1	23.6%	7.0	1.5%	42%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.4
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	680.0
2.618	607.8
1.618	563.5
1.000	536.0
0.618	519.3
HIGH	491.8
0.618	475.0
0.500	469.8
0.382	464.5
LOW	447.5
0.618	420.0
1.000	403.3
1.618	375.8
2.618	331.5
4.250	259.3

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	481.5	481.5
PP	475.5	475.5
S1	469.8	469.8

Download as Excel Spreadsheet

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

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