ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 495.0 514.6 19.6 4.0% 536.9
High 512.2 524.1 11.9 2.3% 554.0
Low 491.5 487.4 -4.1 -0.8% 491.5
Close 510.1 495.4 -14.7 -2.9% 510.1
Range 20.7 36.7 16.0 77.3% 62.5
ATR 36.4 36.4 0.0 0.1% 0.0
Volume 154,910 130,350 -24,560 -15.9% 713,483
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 612.5 590.5 515.5
R3 575.8 554.0 505.5
R2 539.0 539.0 502.3
R1 517.3 517.3 498.8 509.8
PP 502.3 502.3 502.3 498.5
S1 480.5 480.5 492.0 473.0
S2 465.5 465.5 488.8
S3 429.0 443.8 485.3
S4 392.3 407.0 475.3
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 706.0 670.5 544.5
R3 643.5 608.0 527.3
R2 581.0 581.0 521.5
R1 545.5 545.5 515.8 532.0
PP 518.5 518.5 518.5 511.8
S1 483.0 483.0 504.3 469.5
S2 456.0 456.0 498.8
S3 393.5 420.5 493.0
S4 331.0 358.0 475.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 554.0 487.4 66.6 13.4% 27.8 5.6% 12% False True 126,566
10 554.0 438.5 115.5 23.3% 30.0 6.1% 49% False False 153,015
20 599.3 438.5 160.8 32.5% 38.8 7.8% 35% False False 182,138
40 765.5 438.5 327.0 66.0% 41.3 8.3% 17% False False 207,857
60 765.5 438.5 327.0 66.0% 33.0 6.7% 17% False False 146,121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 680.0
2.618 620.3
1.618 583.5
1.000 560.8
0.618 546.8
HIGH 524.0
0.618 510.0
0.500 505.8
0.382 501.5
LOW 487.5
0.618 464.8
1.000 450.8
1.618 428.0
2.618 391.3
4.250 331.5
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 505.8 505.8
PP 502.3 502.3
S1 498.8 498.8

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

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