ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 17-Nov-2008

Day Change Summary
	Previous	Current
	14-Nov-2008	17-Nov-2008	Change	Change %	Previous Week
Open	446.1	452.1	6.0	1.3%	489.8
High	446.1	460.5	14.4	3.2%	491.8
Low	446.1	452.1	6.0	1.3%	446.1
Close	446.1	447.7	1.6	0.4%	446.1
Range	0.0	8.4	8.4		45.7
ATR	22.8	22.2	-0.6	-2.6%	0.0
Volume

Daily Pivots for day following 17-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	478.8	471.5	452.3
R3	470.3	463.3	450.0
R2	461.8	461.8	449.3
R1	454.8	454.8	448.5	454.0
PP	453.5	453.5	453.5	453.0
S1	446.3	446.3	447.0	445.8
S2	445.0	445.0	446.3
S3	436.8	438.0	445.5
S4	428.3	429.5	443.0

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%	12.3	2.7%	4%	False	False	1
10	554.2	446.1	108.1	24.1%	8.8	2.0%	1%	False	False	2
20	554.2	439.1	115.1	25.7%	7.0	1.6%	7%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	496.3
2.618	482.5
1.618	474.0
1.000	469.0
0.618	465.8
HIGH	460.5
0.618	457.3
0.500	456.3
0.382	455.3
LOW	452.0
0.618	447.0
1.000	443.8
1.618	438.5
2.618	430.0
4.250	416.5

Fisher Pivots for day following 17-Nov-2008
Pivot	1 day	3 day
R1	456.3	469.0
PP	453.5	461.8
S1	450.5	454.8

Download as Excel Spreadsheet

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

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