ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 02-Dec-2008

Day Change Summary
	Previous	Current
	01-Dec-2008	02-Dec-2008	Change	Change %	Previous Week
Open	450.8	416.8	-34.0	-7.5%	421.0
High	450.8	440.3	-10.5	-2.3%	466.0
Low	415.0	416.8	1.8	0.4%	421.0
Close	416.2	438.4	22.2	5.3%	470.7
Range	35.8	23.5	-12.3	-34.4%	45.0
ATR	23.4	23.4	0.1	0.2%	0.0
Volume	8	71	63	787.5%	38

Daily Pivots for day following 02-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	502.3	493.8	451.3
R3	478.8	470.3	444.8
R2	455.3	455.3	442.8
R1	446.8	446.8	440.5	451.0
PP	431.8	431.8	431.8	434.0
S1	423.3	423.3	436.3	427.5
S2	408.3	408.3	434.0
S3	384.8	399.8	432.0
S4	361.3	376.3	425.5

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	415.0	51.0	11.6%	14.5	3.3%	46%	False	False	20
10	466.0	374.9	91.1	20.8%	13.5	3.1%	70%	False	False	15
20	554.2	374.9	179.3	40.9%	11.3	2.5%	35%	False	False	9
40	595.0	374.9	220.1	50.2%	11.5	2.6%	29%	False	False	9

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	540.3
2.618	501.8
1.618	478.3
1.000	463.8
0.618	454.8
HIGH	440.3
0.618	431.3
0.500	428.5
0.382	425.8
LOW	416.8
0.618	402.3
1.000	393.3
1.618	378.8
2.618	355.3
4.250	317.0

Fisher Pivots for day following 02-Dec-2008
Pivot	1 day	3 day
R1	435.0	438.0
PP	431.8	437.8
S1	428.5	437.5

Download as Excel Spreadsheet

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

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