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

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

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