ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 11-Dec-2008

Day Change Summary
	Previous	Current
	10-Dec-2008	11-Dec-2008	Change	Change %	Previous Week
Open	475.0	475.2	0.2	0.0%	450.8
High	479.5	475.2	-4.3	-0.9%	459.2
Low	464.2	436.5	-27.7	-6.0%	415.0
Close	472.6	448.4	-24.2	-5.1%	454.3
Range	15.3	38.7	23.4	152.9%	44.2
ATR	24.5	25.5	1.0	4.2%	0.0
Volume	22,053	45,357	23,304	105.7%	575

Daily Pivots for day following 11-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	569.5	547.8	469.8
R3	530.8	509.0	459.0
R2	492.0	492.0	455.5
R1	470.3	470.3	452.0	461.8
PP	453.3	453.3	453.3	449.3
S1	431.5	431.5	444.8	423.0
S2	414.8	414.8	441.3
S3	376.0	392.8	437.8
S4	337.3	354.3	427.0

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	490.1	422.2	67.9	15.1%	28.5	6.3%	39%	False	False	14,586
10	490.1	415.0	75.1	16.7%	25.3	5.6%	44%	False	False	7,337
20	491.8	374.9	116.9	26.1%	19.0	4.2%	63%	False	False	3,672
40	554.2	374.9	179.3	40.0%	12.0	2.7%	41%	False	False	1,838

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.6
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	639.8
2.618	576.5
1.618	537.8
1.000	514.0
0.618	499.0
HIGH	475.3
0.618	460.5
0.500	455.8
0.382	451.3
LOW	436.5
0.618	412.5
1.000	397.8
1.618	374.0
2.618	335.3
4.250	272.0

Fisher Pivots for day following 11-Dec-2008
Pivot	1 day	3 day
R1	455.8	463.3
PP	453.3	458.3
S1	451.0	453.3

Download as Excel Spreadsheet

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

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