ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 420.9 437.4 16.5 3.9% 405.0
High 443.5 457.6 14.1 3.2% 490.0
Low 417.7 428.8 11.1 2.7% 396.6
Close 440.9 453.1 12.2 2.8% 472.7
Range 25.8 28.8 3.0 11.6% 93.4
ATR 37.4 36.8 -0.6 -1.6% 0.0
Volume 170,567 179,837 9,270 5.4% 572,299
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 533.0 521.8 469.0
R3 504.0 493.0 461.0
R2 475.3 475.3 458.5
R1 464.3 464.3 455.8 469.8
PP 446.5 446.5 446.5 449.3
S1 435.5 435.5 450.5 441.0
S2 417.8 417.8 447.8
S3 389.0 406.5 445.3
S4 360.0 377.8 437.3
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
5 490.0 412.4 77.6 17.1% 38.0 8.4% 52% False False 109,261
10 490.0 369.2 120.8 26.7% 37.5 8.3% 69% False False 158,683
20 546.5 369.2 177.3 39.1% 35.8 7.9% 47% False False 154,384
40 599.3 369.2 230.1 50.8% 40.5 9.0% 36% False False 187,314
60 765.5 369.2 396.3 87.5% 39.0 8.6% 21% False False 188,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 580.0
2.618 533.0
1.618 504.3
1.000 486.5
0.618 475.5
HIGH 457.5
0.618 446.5
0.500 443.3
0.382 439.8
LOW 428.8
0.618 411.0
1.000 400.0
1.618 382.3
2.618 353.5
4.250 306.5
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 449.8 449.8
PP 446.5 446.3
S1 443.3 442.8

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

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