ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 448.0 449.4 1.4 0.3% 514.6
High 458.5 454.3 -4.2 -0.9% 524.1
Low 428.9 410.0 -18.9 -4.4% 430.5
Close 454.1 413.1 -41.0 -9.0% 447.7
Range 29.6 44.3 14.7 49.7% 93.6
ATR 36.6 37.2 0.5 1.5% 0.0
Volume 152,817 176,620 23,803 15.6% 755,523
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 558.8 530.3 437.5
R3 514.5 486.0 425.3
R2 470.0 470.0 421.3
R1 441.5 441.5 417.3 433.8
PP 425.8 425.8 425.8 421.8
S1 397.3 397.3 409.0 389.5
S2 381.5 381.5 405.0
S3 337.3 353.0 401.0
S4 293.0 308.8 388.8
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
5 494.9 410.0 84.9 20.6% 40.8 9.8% 4% False True 180,016
10 524.1 410.0 114.1 27.6% 34.8 8.4% 3% False True 155,702
20 554.0 410.0 144.0 34.9% 35.3 8.5% 2% False True 163,029
40 711.4 410.0 301.4 73.0% 41.3 10.0% 1% False True 191,427
60 765.5 410.0 355.5 86.1% 36.3 8.8% 1% False True 165,149
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 642.5
2.618 570.3
1.618 526.0
1.000 498.5
0.618 481.8
HIGH 454.3
0.618 437.5
0.500 432.3
0.382 427.0
LOW 410.0
0.618 382.5
1.000 365.8
1.618 338.3
2.618 294.0
4.250 221.8
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 432.3 437.3
PP 425.8 429.3
S1 419.5 421.0

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

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