ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 487.3 451.2 -36.1 -7.4% 514.6
High 488.9 464.3 -24.6 -5.0% 524.1
Low 445.6 442.7 -2.9 -0.7% 430.5
Close 447.7 449.5 1.8 0.4% 447.7
Range 43.3 21.6 -21.7 -50.1% 93.6
ATR 38.4 37.2 -1.2 -3.1% 0.0
Volume 240,877 188,335 -52,542 -21.8% 755,523
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 517.0 504.8 461.5
R3 495.3 483.3 455.5
R2 473.8 473.8 453.5
R1 461.8 461.8 451.5 457.0
PP 452.3 452.3 452.3 449.8
S1 440.0 440.0 447.5 435.3
S2 430.5 430.5 445.5
S3 409.0 418.5 443.5
S4 387.3 396.8 437.5
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 748.3 691.5 499.3
R3 654.8 598.0 473.5
R2 561.0 561.0 464.8
R1 504.3 504.3 456.3 486.0
PP 467.5 467.5 467.5 458.3
S1 410.8 410.8 439.0 392.3
S2 373.8 373.8 430.5
S3 280.3 317.3 422.0
S4 186.8 223.5 396.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 499.5 430.5 69.0 15.4% 39.0 8.7% 28% False False 162,701
10 554.0 430.5 123.5 27.5% 33.5 7.4% 15% False False 144,634
20 554.0 430.5 123.5 27.5% 35.3 7.8% 15% False False 160,359
40 726.8 430.5 296.3 65.9% 40.3 9.0% 6% False False 190,589
60 765.5 430.5 335.0 74.5% 35.3 7.8% 6% False False 159,666
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 7.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 556.0
2.618 520.8
1.618 499.3
1.000 486.0
0.618 477.8
HIGH 464.3
0.618 456.0
0.500 453.5
0.382 451.0
LOW 442.8
0.618 429.3
1.000 421.0
1.618 407.8
2.618 386.3
4.250 351.0
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 453.5 462.8
PP 452.3 458.3
S1 450.8 454.0

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

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