ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 481.1 448.2 -32.9 -6.8% 536.9
High 489.0 494.9 5.9 1.2% 554.0
Low 444.1 430.5 -13.6 -3.1% 491.5
Close 445.9 488.9 43.0 9.6% 510.1
Range 44.9 64.4 19.5 43.4% 62.5
ATR 36.0 38.0 2.0 5.6% 0.0
Volume 132,316 141,433 9,117 6.9% 713,483
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 664.8 641.3 524.3
R3 600.3 576.8 506.5
R2 535.8 535.8 500.8
R1 512.3 512.3 494.8 524.0
PP 471.5 471.5 471.5 477.3
S1 448.0 448.0 483.0 459.8
S2 407.0 407.0 477.0
S3 342.8 383.5 471.3
S4 278.3 319.3 453.5
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
5 524.1 430.5 93.6 19.1% 37.5 7.7% 62% False True 133,911
10 554.0 430.5 123.5 25.3% 31.8 6.5% 47% False True 138,010
20 554.0 430.5 123.5 25.3% 35.8 7.3% 47% False True 166,854
40 765.5 430.5 335.0 68.5% 41.0 8.4% 17% False True 194,693
60 765.5 430.5 335.0 68.5% 34.5 7.0% 17% False True 152,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.7
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 768.5
2.618 663.5
1.618 599.0
1.000 559.3
0.618 534.8
HIGH 495.0
0.618 470.3
0.500 462.8
0.382 455.0
LOW 430.5
0.618 390.8
1.000 366.0
1.618 326.3
2.618 262.0
4.250 156.8
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 480.3 481.0
PP 471.5 473.0
S1 462.8 465.0

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

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