ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 452.1 435.6 -16.5 -3.6% 489.8
High 460.5 437.8 -22.7 -4.9% 491.8
Low 452.1 435.6 -16.5 -3.6% 446.1
Close 447.7 452.3 4.6 1.0% 446.1
Range 8.4 2.2 -6.2 -73.8% 45.7
ATR 22.2 21.5 -0.7 -3.2% 0.0
Volume 0 4 4 9
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 448.5 452.5 453.5
R3 446.3 450.5 453.0
R2 444.0 444.0 452.8
R1 448.3 448.3 452.5 446.3
PP 442.0 442.0 442.0 441.0
S1 446.0 446.0 452.0 444.0
S2 439.8 439.8 452.0
S3 437.5 443.8 451.8
S4 435.3 441.5 451.0
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
5 491.8 435.6 56.2 12.4% 11.0 2.4% 30% False True 2
10 528.4 435.6 92.8 20.5% 6.5 1.5% 18% False True 2
20 554.2 435.6 118.6 26.2% 7.0 1.6% 14% False True 5
40 712.5 435.6 276.9 61.2% 11.5 2.5% 6% False True 32
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 True
Bull Hook False
Stretch 0.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 447.3
2.618 443.5
1.618 441.3
1.000 440.0
0.618 439.3
HIGH 437.8
0.618 437.0
0.500 436.8
0.382 436.5
LOW 435.5
0.618 434.3
1.000 433.5
1.618 432.0
2.618 429.8
4.250 426.3
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 447.0 451.0
PP 442.0 449.5
S1 436.8 448.0

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

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