ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 15-Dec-2008

Day Change Summary
	Previous	Current
	12-Dec-2008	15-Dec-2008	Change	Change %	Previous Week
Open	441.5	469.7	28.2	6.4%	460.1
High	471.6	474.2	2.6	0.6%	490.1
Low	425.8	441.8	16.0	3.8%	425.8
Close	470.0	455.2	-14.8	-3.1%	470.0
Range	45.8	32.4	-13.4	-29.3%	64.3
ATR	26.9	27.3	0.4	1.4%	0.0
Volume	183,729	229,168	45,439	24.7%	256,518

Daily Pivots for day following 15-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	554.3	537.3	473.0
R3	521.8	504.8	464.0
R2	489.5	489.5	461.3
R1	472.3	472.3	458.3	464.8
PP	457.0	457.0	457.0	453.3
S1	440.0	440.0	452.3	432.3
S2	424.8	424.8	449.3
S3	392.3	407.5	446.3
S4	359.8	375.3	437.5

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	14.1%	32.8	7.2%	46%	False	False	96,903
10	490.1	416.8	73.3	16.1%	29.5	6.5%	52%	False	False	48,625
20	490.1	374.9	115.2	25.3%	20.8	4.6%	70%	False	False	24,316
40	554.2	374.9	179.3	39.4%	13.8	3.0%	45%	False	False	12,161

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	612.0
2.618	559.0
1.618	526.5
1.000	506.5
0.618	494.3
HIGH	474.3
0.618	461.8
0.500	458.0
0.382	454.3
LOW	441.8
0.618	421.8
1.000	409.5
1.618	389.5
2.618	357.0
4.250	304.0

Fisher Pivots for day following 15-Dec-2008
Pivot	1 day	3 day
R1	458.0	453.8
PP	457.0	452.0
S1	456.3	450.5

Download as Excel Spreadsheet

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

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