ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 514.6 493.7 -20.9 -4.1% 536.9
High 524.1 499.5 -24.6 -4.7% 554.0
Low 487.4 478.6 -8.8 -1.8% 491.5
Close 495.4 480.4 -15.0 -3.0% 510.1
Range 36.7 20.9 -15.8 -43.1% 62.5
ATR 36.4 35.3 -1.1 -3.0% 0.0
Volume 130,350 110,547 -19,803 -15.2% 713,483
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 548.8 535.5 492.0
R3 528.0 514.8 486.3
R2 507.0 507.0 484.3
R1 493.8 493.8 482.3 490.0
PP 486.3 486.3 486.3 484.3
S1 472.8 472.8 478.5 469.0
S2 465.3 465.3 476.5
S3 444.3 452.0 474.8
S4 423.5 431.0 469.0
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
5 546.5 478.6 67.9 14.1% 27.8 5.8% 3% False True 129,014
10 554.0 474.6 79.4 16.5% 27.0 5.6% 7% False False 149,158
20 562.0 438.5 123.5 25.7% 36.8 7.7% 34% False False 177,022
40 765.5 438.5 327.0 68.1% 40.8 8.5% 13% False False 204,434
60 765.5 438.5 327.0 68.1% 33.0 6.9% 13% False False 147,963
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 588.3
2.618 554.3
1.618 533.3
1.000 520.5
0.618 512.5
HIGH 499.5
0.618 491.5
0.500 489.0
0.382 486.5
LOW 478.5
0.618 465.8
1.000 457.8
1.618 444.8
2.618 424.0
4.250 389.8
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 489.0 501.3
PP 486.3 494.3
S1 483.3 487.5

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

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