ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 404.1 374.9 -29.2 -7.2% 452.1
High 410.0 376.3 -33.7 -8.2% 460.5
Low 385.6 374.9 -10.7 -2.8% 374.9
Close 380.3 399.2 18.9 5.0% 399.2
Range 24.4 1.4 -23.0 -94.3% 85.6
ATR 23.1 21.9 -1.3 -5.5% 0.0
Volume 17 13 -4 -23.5% 40
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 387.8 394.8 400.0
R3 386.3 393.5 399.5
R2 384.8 384.8 399.5
R1 392.0 392.0 399.3 388.5
PP 383.5 383.5 383.5 381.8
S1 390.8 390.8 399.0 387.0
S2 382.0 382.0 399.0
S3 380.8 389.3 398.8
S4 379.3 387.8 398.5
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 668.3 619.3 446.3
R3 582.8 533.8 422.8
R2 497.3 497.3 415.0
R1 448.3 448.3 407.0 429.8
PP 411.5 411.5 411.5 402.5
S1 362.5 362.5 391.3 344.3
S2 326.0 326.0 383.5
S3 240.3 277.0 375.8
S4 154.8 191.3 352.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 460.5 374.9 85.6 21.4% 12.5 3.1% 28% False True 8
10 491.8 374.9 116.9 29.3% 11.5 2.9% 21% False True 4
20 554.2 374.9 179.3 44.9% 9.8 2.4% 14% False True 7
40 689.1 374.9 314.2 78.7% 12.3 3.1% 8% False True 17
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 False
Bear Hook True
Bull Hook False
Stretch 0.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 382.3
2.618 380.0
1.618 378.5
1.000 377.8
0.618 377.3
HIGH 376.3
0.618 375.8
0.500 375.5
0.382 375.5
LOW 375.0
0.618 374.0
1.000 373.5
1.618 372.8
2.618 371.3
4.250 369.0
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 391.3 405.5
PP 383.5 403.3
S1 375.5 401.3

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

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