ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 421.0 439.5 18.5 4.4% 452.1
High 430.5 439.5 9.0 2.1% 460.5
Low 421.0 439.5 18.5 4.4% 374.9
Close 431.0 435.2 4.2 1.0% 399.2
Range 9.5 0.0 -9.5 -100.0% 85.6
ATR 22.5 21.5 -1.0 -4.5% 0.0
Volume 13 15 2 15.4% 40
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 438.0 436.8 435.3
R3 438.0 436.8 435.3
R2 438.0 438.0 435.3
R1 436.8 436.8 435.3 437.3
PP 438.0 438.0 438.0 438.5
S1 436.8 436.8 435.3 437.3
S2 438.0 438.0 435.3
S3 438.0 436.8 435.3
S4 438.0 436.8 435.3
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
5 439.5 374.9 64.6 14.8% 12.3 2.8% 93% True False 12
10 491.8 374.9 116.9 26.9% 11.5 2.7% 52% False False 7
20 554.2 374.9 179.3 41.2% 10.3 2.3% 34% False False 6
40 667.0 374.9 292.1 67.1% 11.8 2.7% 21% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 439.5
2.618 439.5
1.618 439.5
1.000 439.5
0.618 439.5
HIGH 439.5
0.618 439.5
0.500 439.5
0.382 439.5
LOW 439.5
0.618 439.5
1.000 439.5
1.618 439.5
2.618 439.5
4.250 439.5
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 439.5 425.8
PP 438.0 416.5
S1 436.8 407.3

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

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