ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 471.3 472.7 1.4 0.3% 484.0
High 476.6 475.7 -0.9 -0.2% 489.4
Low 467.0 457.9 -9.1 -1.9% 457.0
Close 473.9 468.5 -5.4 -1.1% 473.9
Range 9.6 17.8 8.2 85.4% 32.4
ATR 23.6 23.2 -0.4 -1.8% 0.0
Volume 29,322 26,266 -3,056 -10.4% 377,628
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 520.8 512.5 478.3
R3 503.0 494.8 473.5
R2 485.3 485.3 471.8
R1 476.8 476.8 470.3 472.0
PP 467.3 467.3 467.3 465.0
S1 459.0 459.0 466.8 454.3
S2 449.5 449.5 465.3
S3 431.8 441.3 463.5
S4 414.0 423.5 458.8
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 570.8 554.8 491.8
R3 538.3 522.3 482.8
R2 505.8 505.8 479.8
R1 489.8 489.8 476.8 481.8
PP 473.5 473.5 473.5 469.3
S1 457.5 457.5 471.0 449.3
S2 441.0 441.0 468.0
S3 408.8 425.0 465.0
S4 376.3 392.8 456.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 489.4 457.0 32.4 6.9% 17.5 3.7% 35% False False 80,778
10 495.9 441.8 54.1 11.5% 21.0 4.5% 49% False False 143,168
20 495.9 415.0 80.9 17.3% 25.3 5.4% 66% False False 84,438
40 554.2 374.9 179.3 38.3% 17.3 3.7% 52% False False 42,222
60 652.8 374.9 277.9 59.3% 16.0 3.4% 34% False False 28,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 551.3
2.618 522.3
1.618 504.5
1.000 493.5
0.618 486.8
HIGH 475.8
0.618 469.0
0.500 466.8
0.382 464.8
LOW 458.0
0.618 447.0
1.000 440.0
1.618 429.0
2.618 411.3
4.250 382.3
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 468.0 468.0
PP 467.3 467.8
S1 466.8 467.3

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

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