ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 12-Dec-2008

Day Change Summary
	Previous	Current
	11-Dec-2008	12-Dec-2008	Change	Change %	Previous Week
Open	475.2	441.5	-33.7	-7.1%	460.1
High	475.2	471.6	-3.6	-0.8%	490.1
Low	436.5	425.8	-10.7	-2.5%	425.8
Close	448.4	470.0	21.6	4.8%	470.0
Range	38.7	45.8	7.1	18.3%	64.3
ATR	25.5	26.9	1.5	5.7%	0.0
Volume	45,357	183,729	138,372	305.1%	256,518

Daily Pivots for day following 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	593.3	577.5	495.3
R3	547.5	531.5	482.5
R2	501.5	501.5	478.5
R1	485.8	485.8	474.3	493.8
PP	455.8	455.8	455.8	459.8
S1	440.0	440.0	465.8	448.0
S2	410.0	410.0	461.5
S3	364.3	394.3	457.5
S4	318.5	348.5	444.8

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	654.8	626.8	505.3
R3	590.5	562.5	487.8
R2	526.3	526.3	481.8
R1	498.3	498.3	476.0	512.3
PP	462.0	462.0	462.0	469.0
S1	433.8	433.8	464.0	448.0
S2	397.8	397.8	458.3
S3	333.3	369.5	452.3
S4	269.0	305.3	434.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	490.1	425.8	64.3	13.7%	30.5	6.5%	69%	False	True	51,303
10	490.1	415.0	75.1	16.0%	29.8	6.3%	73%	False	False	25,709
20	490.1	374.9	115.2	24.5%	19.0	4.1%	83%	False	False	12,858
40	554.2	374.9	179.3	38.1%	13.0	2.8%	53%	False	False	6,431

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	6.2
Widest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	666.3
2.618	591.5
1.618	545.8
1.000	517.5
0.618	500.0
HIGH	471.5
0.618	454.0
0.500	448.8
0.382	443.3
LOW	425.8
0.618	397.5
1.000	380.0
1.618	351.8
2.618	306.0
4.250	231.3

Fisher Pivots for day following 12-Dec-2008
Pivot	1 day	3 day
R1	463.0	464.3
PP	455.8	458.5
S1	448.8	452.8

Download as Excel Spreadsheet

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

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