ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 451.6 428.7 -22.9 -5.1% 472.0
High 462.9 461.6 -1.3 -0.3% 473.0
Low 430.5 422.0 -8.5 -2.0% 412.4
Close 441.5 456.8 15.3 3.5% 456.8
Range 32.4 39.6 7.2 22.2% 60.6
ATR 36.5 36.7 0.2 0.6% 0.0
Volume 198,502 176,645 -21,857 -11.0% 777,593
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 565.5 550.8 478.5
R3 526.0 511.3 467.8
R2 486.5 486.5 464.0
R1 471.5 471.5 460.5 479.0
PP 446.8 446.8 446.8 450.5
S1 432.0 432.0 453.3 439.5
S2 407.3 407.3 449.5
S3 367.5 392.5 446.0
S4 328.0 352.8 435.0
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 629.3 603.5 490.3
R3 568.5 543.0 473.5
R2 508.0 508.0 468.0
R1 482.5 482.5 462.3 465.0
PP 447.5 447.5 447.5 438.8
S1 421.8 421.8 451.3 404.3
S2 386.8 386.8 445.8
S3 326.3 361.3 440.3
S4 265.5 300.5 423.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 473.0 412.4 60.6 13.3% 37.5 8.2% 73% False False 155,518
10 490.0 369.2 120.8 26.4% 36.3 8.0% 73% False False 159,843
20 524.1 369.2 154.9 33.9% 36.5 8.0% 57% False False 160,678
40 599.3 369.2 230.1 50.4% 39.3 8.6% 38% False False 181,766
60 765.5 369.2 396.3 86.8% 39.5 8.6% 22% False False 192,018
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 630.0
2.618 565.3
1.618 525.8
1.000 501.3
0.618 486.0
HIGH 461.5
0.618 446.5
0.500 441.8
0.382 437.3
LOW 422.0
0.618 397.5
1.000 382.5
1.618 358.0
2.618 318.3
4.250 253.8
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 451.8 452.0
PP 446.8 447.3
S1 441.8 442.5

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

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