ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 374.9 421.0 46.1 12.3% 452.1
High 376.3 430.5 54.2 14.4% 460.5
Low 374.9 421.0 46.1 12.3% 374.9
Close 399.2 431.0 31.8 8.0% 399.2
Range 1.4 9.5 8.1 578.6% 85.6
ATR 21.9 22.5 0.7 3.1% 0.0
Volume 13 13 0 0.0% 40
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 456.0 453.0 436.3
R3 446.5 443.5 433.5
R2 437.0 437.0 432.8
R1 434.0 434.0 431.8 435.5
PP 427.5 427.5 427.5 428.3
S1 424.5 424.5 430.3 426.0
S2 418.0 418.0 429.3
S3 408.5 415.0 428.5
S4 399.0 405.5 425.8
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
5 437.8 374.9 62.9 14.6% 12.8 2.9% 89% False False 10
10 491.8 374.9 116.9 27.1% 12.5 2.9% 48% False False 6
20 554.2 374.9 179.3 41.6% 10.3 2.4% 31% False False 7
40 684.0 374.9 309.1 71.7% 12.3 2.8% 18% False False 8
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 0.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 471.0
2.618 455.3
1.618 445.8
1.000 440.0
0.618 436.3
HIGH 430.5
0.618 426.8
0.500 425.8
0.382 424.8
LOW 421.0
0.618 415.3
1.000 411.5
1.618 405.8
2.618 396.3
4.250 380.5
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 429.3 421.5
PP 427.5 412.3
S1 425.8 402.8

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

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