ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 444.1 442.7 -1.4 -0.3% 450.8
High 459.2 457.3 -1.9 -0.4% 459.2
Low 430.8 422.2 -8.6 -2.0% 415.0
Close 439.4 454.3 14.9 3.4% 454.3
Range 28.4 35.1 6.7 23.6% 44.2
ATR 23.7 24.5 0.8 3.4% 0.0
Volume 272 142 -130 -47.8% 575
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 550.0 537.3 473.5
R3 514.8 502.0 464.0
R2 479.8 479.8 460.8
R1 467.0 467.0 457.5 473.3
PP 444.5 444.5 444.5 447.8
S1 432.0 432.0 451.0 438.3
S2 409.5 409.5 447.8
S3 374.5 396.8 444.8
S4 339.3 361.8 435.0
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 575.5 559.0 478.5
R3 531.3 514.8 466.5
R2 487.0 487.0 462.5
R1 470.8 470.8 458.3 478.8
PP 442.8 442.8 442.8 447.0
S1 426.5 426.5 450.3 434.8
S2 398.8 398.8 446.3
S3 354.5 382.3 442.3
S4 310.3 338.0 430.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 459.2 415.0 44.2 9.7% 29.0 6.4% 89% False False 115
10 466.0 374.9 91.1 20.1% 17.0 3.7% 87% False False 62
20 497.0 374.9 122.1 26.9% 14.3 3.1% 65% False False 33
40 573.6 374.9 198.7 43.7% 12.0 2.6% 40% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 606.5
2.618 549.3
1.618 514.0
1.000 492.5
0.618 479.0
HIGH 457.3
0.618 444.0
0.500 439.8
0.382 435.5
LOW 422.3
0.618 400.5
1.000 387.0
1.618 365.5
2.618 330.3
4.250 273.0
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 449.5 449.8
PP 444.5 445.3
S1 439.8 440.8

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

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