ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 10-Dec-2008

Day Change Summary
	Previous	Current
	09-Dec-2008	10-Dec-2008	Change	Change %	Previous Week
Open	477.0	475.0	-2.0	-0.4%	450.8
High	490.1	479.5	-10.6	-2.2%	459.2
Low	459.1	464.2	5.1	1.1%	415.0
Close	465.5	472.6	7.1	1.5%	454.3
Range	31.0	15.3	-15.7	-50.6%	44.2
ATR	25.2	24.5	-0.7	-2.8%	0.0
Volume	4,212	22,053	17,841	423.6%	575

Daily Pivots for day following 10-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	518.0	510.5	481.0
R3	502.8	495.3	476.8
R2	487.5	487.5	475.5
R1	480.0	480.0	474.0	476.0
PP	472.0	472.0	472.0	470.0
S1	464.8	464.8	471.3	460.8
S2	456.8	456.8	469.8
S3	441.5	449.5	468.5
S4	426.3	434.0	464.3

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	490.1	422.2	67.9	14.4%	26.3	5.6%	74%	False	False	5,569
10	490.1	415.0	75.1	15.9%	22.5	4.8%	77%	False	False	2,801
20	491.8	374.9	116.9	24.7%	17.0	3.6%	84%	False	False	1,404
40	554.2	374.9	179.3	37.9%	11.8	2.5%	54%	False	False	705

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.8
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	544.5
2.618	519.5
1.618	504.3
1.000	494.8
0.618	489.0
HIGH	479.5
0.618	473.8
0.500	471.8
0.382	470.0
LOW	464.3
0.618	454.8
1.000	449.0
1.618	439.5
2.618	424.3
4.250	399.3

Fisher Pivots for day following 10-Dec-2008
Pivot	1 day	3 day
R1	472.3	474.5
PP	472.0	474.0
S1	471.8	473.3

Download as Excel Spreadsheet

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

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