ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 437.4 451.6 14.2 3.2% 405.0
High 457.6 462.9 5.3 1.2% 490.0
Low 428.8 430.5 1.7 0.4% 396.6
Close 453.1 441.5 -11.6 -2.6% 472.7
Range 28.8 32.4 3.6 12.5% 93.4
ATR 36.8 36.5 -0.3 -0.9% 0.0
Volume 179,837 198,502 18,665 10.4% 572,299
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 542.3 524.3 459.3
R3 509.8 491.8 450.5
R2 477.3 477.3 447.5
R1 459.5 459.5 444.5 452.3
PP 445.0 445.0 445.0 441.3
S1 427.0 427.0 438.5 419.8
S2 412.5 412.5 435.5
S3 380.3 394.8 432.5
S4 347.8 362.3 423.8
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
5 490.0 412.4 77.6 17.6% 35.5 8.0% 38% False False 120,499
10 490.0 369.2 120.8 27.4% 36.3 8.2% 60% False False 160,872
20 524.1 369.2 154.9 35.1% 35.5 8.0% 47% False False 158,287
40 599.3 369.2 230.1 52.1% 40.0 9.1% 31% False False 185,573
60 765.5 369.2 396.3 89.8% 39.3 8.9% 18% False False 191,553
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 7.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 600.5
2.618 547.8
1.618 515.3
1.000 495.3
0.618 483.0
HIGH 463.0
0.618 450.5
0.500 446.8
0.382 443.0
LOW 430.5
0.618 410.5
1.000 398.0
1.618 378.0
2.618 345.8
4.250 292.8
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 446.8 441.0
PP 445.0 440.8
S1 443.3 440.3

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

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