ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 413.5 389.0 -24.5 -5.9% 451.2
High 417.7 407.0 -10.7 -2.6% 464.3
Low 379.5 369.2 -10.3 -2.7% 369.2
Close 382.3 401.2 18.9 4.9% 401.2
Range 38.2 37.8 -0.4 -1.0% 95.1
ATR 37.3 37.3 0.0 0.1% 0.0
Volume 186,929 248,544 61,615 33.0% 953,245
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 505.8 491.3 422.0
R3 468.0 453.5 411.5
R2 430.3 430.3 408.3
R1 415.8 415.8 404.8 423.0
PP 392.5 392.5 392.5 396.0
S1 378.0 378.0 397.8 385.3
S2 354.8 354.8 394.3
S3 316.8 340.3 390.8
S4 279.0 302.3 380.5
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 696.8 644.3 453.5
R3 601.8 549.0 427.3
R2 506.8 506.8 418.8
R1 454.0 454.0 410.0 432.8
PP 411.5 411.5 411.5 401.0
S1 358.8 358.8 392.5 337.8
S2 316.5 316.5 383.8
S3 221.3 263.8 375.0
S4 126.3 168.8 349.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 464.3 369.2 95.1 23.7% 34.3 8.5% 34% False True 190,649
10 524.1 369.2 154.9 38.6% 38.3 9.5% 21% False True 170,876
20 554.0 369.2 184.8 46.1% 34.0 8.5% 17% False True 164,658
40 708.0 369.2 338.8 84.4% 42.3 10.5% 9% False True 195,135
60 765.5 369.2 396.3 98.8% 37.0 9.2% 8% False True 172,377
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 8.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 567.8
2.618 506.0
1.618 468.3
1.000 444.8
0.618 430.3
HIGH 407.0
0.618 392.5
0.500 388.0
0.382 383.8
LOW 369.3
0.618 345.8
1.000 331.5
1.618 308.0
2.618 270.3
4.250 208.5
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 396.8 411.8
PP 392.5 408.3
S1 388.0 404.8

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

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