ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 08-Dec-2008

Day Change Summary
	Previous	Current
	05-Dec-2008	08-Dec-2008	Change	Change %	Previous Week
Open	442.7	460.1	17.4	3.9%	450.8
High	457.3	482.0	24.7	5.4%	459.2
Low	422.2	460.1	37.9	9.0%	415.0
Close	454.3	478.2	23.9	5.3%	454.3
Range	35.1	21.9	-13.2	-37.6%	44.2
ATR	24.5	24.7	0.2	0.9%	0.0
Volume	142	1,167	1,025	721.8%	575

Daily Pivots for day following 08-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	539.3	530.5	490.3
R3	517.3	508.8	484.3
R2	495.3	495.3	482.3
R1	486.8	486.8	480.3	491.0
PP	473.5	473.5	473.5	475.5
S1	464.8	464.8	476.3	469.3
S2	451.5	451.5	474.3
S3	429.8	443.0	472.3
S4	407.8	421.0	466.3

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	482.0	416.8	65.2	13.6%	26.3	5.5%	94%	True	False	346
10	482.0	415.0	67.0	14.0%	19.0	4.0%	94%	True	False	178
20	491.8	374.9	116.9	24.4%	15.3	3.2%	88%	False	False	91
40	573.6	374.9	198.7	41.6%	11.5	2.4%	52%	False	False	49

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	3.1
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	575.0
2.618	539.3
1.618	517.5
1.000	504.0
0.618	495.5
HIGH	482.0
0.618	473.8
0.500	471.0
0.382	468.5
LOW	460.0
0.618	446.5
1.000	438.3
1.618	424.8
2.618	402.8
4.250	367.0

Fisher Pivots for day following 08-Dec-2008
Pivot	1 day	3 day
R1	475.8	469.5
PP	473.5	460.8
S1	471.0	452.0

Download as Excel Spreadsheet

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

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