ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 09-Dec-2008

Day Change Summary
	Previous	Current
	08-Dec-2008	09-Dec-2008	Change	Change %	Previous Week
Open	460.1	477.0	16.9	3.7%	450.8
High	482.0	490.1	8.1	1.7%	459.2
Low	460.1	459.1	-1.0	-0.2%	415.0
Close	478.2	465.5	-12.7	-2.7%	454.3
Range	21.9	31.0	9.1	41.6%	44.2
ATR	24.7	25.2	0.4	1.8%	0.0
Volume	1,167	4,212	3,045	260.9%	575

Daily Pivots for day following 09-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	564.5	546.0	482.5
R3	533.5	515.0	474.0
R2	502.5	502.5	471.3
R1	484.0	484.0	468.3	477.8
PP	471.5	471.5	471.5	468.5
S1	453.0	453.0	462.8	446.8
S2	440.5	440.5	459.8
S3	409.5	422.0	457.0
S4	378.5	391.0	448.5

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	490.1	422.2	67.9	14.6%	27.8	6.0%	64%	True	False	1,175
10	490.1	415.0	75.1	16.1%	21.0	4.5%	67%	True	False	597
20	491.8	374.9	116.9	25.1%	16.8	3.6%	78%	False	False	302
40	573.6	374.9	198.7	42.7%	11.8	2.5%	46%	False	False	153

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	4.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	621.8
2.618	571.3
1.618	540.3
1.000	521.0
0.618	509.3
HIGH	490.0
0.618	478.3
0.500	474.5
0.382	471.0
LOW	459.0
0.618	440.0
1.000	428.0
1.618	409.0
2.618	378.0
4.250	327.3

Fisher Pivots for day following 09-Dec-2008
Pivot	1 day	3 day
R1	474.5	462.5
PP	471.5	459.3
S1	468.5	456.3

Download as Excel Spreadsheet

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

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