ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 14-Nov-2008

Day Change Summary
	Previous	Current
	13-Nov-2008	14-Nov-2008	Change	Change %	Previous Week
Open	447.5	446.1	-1.4	-0.3%	489.8
High	491.8	446.1	-45.7	-9.3%	491.8
Low	447.5	446.1	-1.4	-0.3%	446.1
Close	487.5	446.1	-41.4	-8.5%	446.1
Range	44.3	0.0	-44.3	-100.0%	45.7
ATR	21.4	22.8	1.4	6.7%	0.0
Volume	1	0	-1	-100.0%	9

Daily Pivots for day following 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	446.0	446.0	446.0
R3	446.0	446.0	446.0
R2	446.0	446.0	446.0
R1	446.0	446.0	446.0	446.0
PP	446.0	446.0	446.0	446.0
S1	446.0	446.0	446.0	446.0
S2	446.0	446.0	446.0
S3	446.0	446.0	446.0
S4	446.0	446.0	446.0

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	598.5	568.0	471.3
R3	552.8	522.3	458.8
R2	507.0	507.0	454.5
R1	476.5	476.5	450.3	469.0
PP	461.3	461.3	461.3	457.5
S1	430.8	430.8	442.0	423.3
S2	415.8	415.8	437.8
S3	370.0	385.3	433.5
S4	324.3	339.5	421.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	491.8	446.1	45.7	10.2%	10.5	2.4%	0%	False	True	1
10	554.2	446.1	108.1	24.2%	8.0	1.8%	0%	False	True	4
20	554.2	439.1	115.1	25.8%	7.0	1.6%	6%	False	False	5

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	0.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	446.0
2.618	446.0
1.618	446.0
1.000	446.0
0.618	446.0
HIGH	446.0
0.618	446.0
0.500	446.0
0.382	446.0
LOW	446.0
0.618	446.0
1.000	446.0
1.618	446.0
2.618	446.0
4.250	446.0

Fisher Pivots for day following 14-Nov-2008
Pivot	1 day	3 day
R1	446.0	469.0
PP	446.0	461.3
S1	446.0	453.8

Download as Excel Spreadsheet

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

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