ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 455.3 460.0 4.7 1.0% 421.0
High 466.0 460.0 -6.0 -1.3% 466.0
Low 453.0 460.0 7.0 1.5% 421.0
Close 463.6 470.7 7.1 1.5% 470.7
Range 13.0 0.0 -13.0 -100.0% 45.0
ATR 22.2 20.9 -1.3 -6.0% 0.0
Volume 2 8 6 300.0% 38
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 463.5 467.3 470.8
R3 463.5 467.3 470.8
R2 463.5 463.5 470.8
R1 467.3 467.3 470.8 465.3
PP 463.5 463.5 463.5 462.8
S1 467.3 467.3 470.8 465.3
S2 463.5 463.5 470.8
S3 463.5 467.3 470.8
S4 463.5 467.3 470.8
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 587.5 574.3 495.5
R3 542.5 529.3 483.0
R2 497.5 497.5 479.0
R1 484.3 484.3 474.8 490.8
PP 452.5 452.5 452.5 456.0
S1 439.3 439.3 466.5 445.8
S2 407.5 407.5 462.5
S3 362.5 394.3 458.3
S4 317.5 349.3 446.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 466.0 374.9 91.1 19.4% 4.8 1.0% 105% False False 10
10 466.0 374.9 91.1 19.4% 8.5 1.8% 105% False False 7
20 554.2 374.9 179.3 38.1% 9.0 1.9% 53% False False 6
40 652.8 374.9 277.9 59.0% 11.3 2.4% 34% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 460.0
2.618 460.0
1.618 460.0
1.000 460.0
0.618 460.0
HIGH 460.0
0.618 460.0
0.500 460.0
0.382 460.0
LOW 460.0
0.618 460.0
1.000 460.0
1.618 460.0
2.618 460.0
4.250 460.0
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 467.3 464.8
PP 463.5 458.8
S1 460.0 452.8

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

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