ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 16-Dec-2008

Day Change Summary
	Previous	Current
	15-Dec-2008	16-Dec-2008	Change	Change %	Previous Week
Open	469.7	454.2	-15.5	-3.3%	460.1
High	474.2	481.5	7.3	1.5%	490.1
Low	441.8	453.3	11.5	2.6%	425.8
Close	455.2	479.0	23.8	5.2%	470.0
Range	32.4	28.2	-4.2	-13.0%	64.3
ATR	27.3	27.4	0.1	0.2%	0.0
Volume	229,168	211,155	-18,013	-7.9%	256,518

Daily Pivots for day following 16-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	555.8	545.8	494.5
R3	527.8	517.5	486.8
R2	499.5	499.5	484.3
R1	489.3	489.3	481.5	494.3
PP	471.3	471.3	471.3	473.8
S1	461.0	461.0	476.5	466.3
S2	443.0	443.0	473.8
S3	414.8	432.8	471.3
S4	386.8	404.8	463.5

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	481.5	425.8	55.7	11.6%	32.0	6.7%	96%	True	False	138,292
10	490.1	422.2	67.9	14.2%	30.0	6.2%	84%	False	False	69,733
20	490.1	374.9	115.2	24.1%	21.8	4.5%	90%	False	False	34,874
40	554.2	374.9	179.3	37.4%	14.3	3.0%	58%	False	False	17,439

Crabel Price Patterns
NR	True
NR4	True
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	6.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	601.3
2.618	555.3
1.618	527.3
1.000	509.8
0.618	499.0
HIGH	481.5
0.618	470.8
0.500	467.5
0.382	464.0
LOW	453.3
0.618	435.8
1.000	425.0
1.618	407.8
2.618	379.5
4.250	333.5

Fisher Pivots for day following 16-Dec-2008
Pivot	1 day	3 day
R1	475.3	470.5
PP	471.3	462.0
S1	467.5	453.8

Download as Excel Spreadsheet

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

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