ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 456.0 476.2 20.2 4.4% 472.0
High 484.5 493.1 8.6 1.8% 473.0
Low 453.2 461.1 7.9 1.7% 412.4
Close 480.5 468.4 -12.1 -2.5% 456.8
Range 31.3 32.0 0.7 2.2% 60.6
ATR 36.3 36.0 -0.3 -0.9% 0.0
Volume 198,527 176,053 -22,474 -11.3% 777,593
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 570.3 551.3 486.0
R3 538.3 519.3 477.3
R2 506.3 506.3 474.3
R1 487.3 487.3 471.3 480.8
PP 474.3 474.3 474.3 471.0
S1 455.3 455.3 465.5 448.8
S2 442.3 442.3 462.5
S3 410.3 423.3 459.5
S4 378.3 391.3 450.8
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
5 493.1 422.0 71.1 15.2% 32.8 7.0% 65% True False 185,912
10 493.1 412.4 80.7 17.2% 34.8 7.4% 69% True False 147,470
20 499.5 369.2 130.3 27.8% 36.8 7.8% 76% False False 165,144
40 599.3 369.2 230.1 49.1% 37.8 8.1% 43% False False 173,641
60 765.5 369.2 396.3 84.6% 39.8 8.5% 25% False False 193,619
80 765.5 369.2 396.3 84.6% 34.0 7.2% 25% False False 150,877
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
4.250 629.0
2.618 577.0
1.618 545.0
1.000 525.0
0.618 513.0
HIGH 493.0
0.618 481.0
0.500 477.0
0.382 473.3
LOW 461.0
0.618 441.3
1.000 429.0
1.618 409.3
2.618 377.3
4.250 325.0
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 477.0 464.8
PP 474.3 461.3
S1 471.3 457.5

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

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