ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 449.4 413.5 -35.9 -8.0% 514.6
High 454.3 417.7 -36.6 -8.1% 524.1
Low 410.0 379.5 -30.5 -7.4% 430.5
Close 413.1 382.3 -30.8 -7.5% 447.7
Range 44.3 38.2 -6.1 -13.8% 93.6
ATR 37.2 37.3 0.1 0.2% 0.0
Volume 176,620 186,929 10,309 5.8% 755,523
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 507.8 483.3 403.3
R3 469.5 445.0 392.8
R2 431.3 431.3 389.3
R1 406.8 406.8 385.8 400.0
PP 393.3 393.3 393.3 389.8
S1 368.8 368.8 378.8 361.8
S2 355.0 355.0 375.3
S3 316.8 330.5 371.8
S4 278.5 292.3 361.3
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
5 488.9 379.5 109.4 28.6% 35.5 9.3% 3% False True 189,115
10 524.1 379.5 144.6 37.8% 36.5 9.5% 2% False True 161,513
20 554.0 379.5 174.5 45.6% 34.5 9.0% 2% False True 163,879
40 708.0 379.5 328.5 85.9% 41.8 10.9% 1% False True 192,813
60 765.5 379.5 386.0 101.0% 36.5 9.6% 1% False True 168,259
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 580.0
2.618 517.8
1.618 479.5
1.000 456.0
0.618 441.3
HIGH 417.8
0.618 403.0
0.500 398.5
0.382 394.0
LOW 379.5
0.618 356.0
1.000 341.3
1.618 317.8
2.618 279.5
4.250 217.3
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 398.5 419.0
PP 393.3 406.8
S1 387.8 394.5

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

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