ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 462.6 472.0 9.4 2.0% 405.0
High 490.0 473.0 -17.0 -3.5% 490.0
Low 460.1 412.4 -47.7 -10.4% 396.6
Close 472.7 418.2 -54.5 -11.5% 472.7
Range 29.9 60.6 30.7 102.7% 93.4
ATR 36.6 38.3 1.7 4.7% 0.0
Volume 1,548 52,042 50,494 3,261.9% 572,299
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 616.3 577.8 451.5
R3 555.8 517.3 434.8
R2 495.3 495.3 429.3
R1 456.8 456.8 423.8 445.5
PP 434.5 434.5 434.5 429.0
S1 396.0 396.0 412.8 385.0
S2 374.0 374.0 407.0
S3 313.3 335.5 401.5
S4 252.8 274.8 384.8
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 733.3 696.5 524.0
R3 640.0 603.0 498.5
R2 546.5 546.5 489.8
R1 509.5 509.5 481.3 528.0
PP 453.0 453.0 453.0 462.3
S1 416.3 416.3 464.3 434.8
S2 359.8 359.8 455.5
S3 266.3 322.8 447.0
S4 173.0 229.5 421.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 490.0 396.6 93.4 22.3% 39.8 9.5% 23% False False 124,868
10 490.0 369.2 120.8 28.9% 37.0 8.9% 41% False False 157,758
20 554.0 369.2 184.8 44.2% 34.8 8.3% 27% False False 152,329
40 616.4 369.2 247.2 59.1% 42.0 10.0% 20% False False 190,440
60 765.5 369.2 396.3 94.8% 39.0 9.3% 12% False False 182,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.9
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 730.5
2.618 631.8
1.618 571.0
1.000 533.5
0.618 510.5
HIGH 473.0
0.618 449.8
0.500 442.8
0.382 435.5
LOW 412.5
0.618 375.0
1.000 351.8
1.618 314.3
2.618 253.8
4.250 154.8
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 442.8 451.3
PP 434.5 440.3
S1 426.3 429.3

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

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