ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 433.5 444.1 10.6 2.4% 421.0
High 455.1 459.2 4.1 0.9% 466.0
Low 433.0 430.8 -2.2 -0.5% 421.0
Close 451.1 439.4 -11.7 -2.6% 470.7
Range 22.1 28.4 6.3 28.5% 45.0
ATR 23.3 23.7 0.4 1.6% 0.0
Volume 82 272 190 231.7% 38
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 528.3 512.3 455.0
R3 500.0 483.8 447.3
R2 471.5 471.5 444.5
R1 455.5 455.5 442.0 449.3
PP 443.3 443.3 443.3 440.0
S1 427.0 427.0 436.8 421.0
S2 414.8 414.8 434.3
S3 386.3 398.8 431.5
S4 358.0 370.3 423.8
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
5 460.0 415.0 45.0 10.2% 22.0 5.0% 54% False False 88
10 466.0 374.9 91.1 20.7% 15.8 3.6% 71% False False 50
20 497.0 374.9 122.1 27.8% 12.5 2.8% 53% False False 26
40 573.6 374.9 198.7 45.2% 11.0 2.5% 32% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 580.0
2.618 533.5
1.618 505.3
1.000 487.5
0.618 476.8
HIGH 459.3
0.618 448.3
0.500 445.0
0.382 441.8
LOW 430.8
0.618 413.3
1.000 402.5
1.618 384.8
2.618 356.5
4.250 310.0
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 445.0 439.0
PP 443.3 438.5
S1 441.3 438.0

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

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