ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 475.0 437.0 -38.0 -8.0% 456.0
High 478.0 474.3 -3.7 -0.8% 493.1
Low 440.5 428.5 -12.0 -2.7% 428.5
Close 451.0 472.6 21.6 4.8% 472.6
Range 37.5 45.8 8.3 22.1% 64.6
ATR 34.9 35.7 0.8 2.2% 0.0
Volume 180,393 169,019 -11,374 -6.3% 915,813
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 595.8 580.0 497.8
R3 550.0 534.3 485.3
R2 504.3 504.3 481.0
R1 488.5 488.5 476.8 496.3
PP 458.5 458.5 458.5 462.5
S1 442.8 442.8 468.5 450.5
S2 412.8 412.8 464.3
S3 366.8 396.8 460.0
S4 321.0 351.0 447.5
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 658.5 630.3 508.3
R3 594.0 565.5 490.3
R2 529.3 529.3 484.5
R1 501.0 501.0 478.5 515.3
PP 464.8 464.8 464.8 471.8
S1 436.3 436.3 466.8 450.5
S2 400.3 400.3 460.8
S3 335.5 371.8 454.8
S4 271.0 307.3 437.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 493.1 428.5 64.6 13.7% 32.8 6.9% 68% False True 183,162
10 493.1 412.4 80.7 17.1% 35.0 7.4% 75% False False 169,340
20 493.1 369.2 123.9 26.2% 35.3 7.5% 83% False False 172,991
40 554.0 369.2 184.8 39.1% 35.5 7.5% 56% False False 169,923
60 765.5 369.2 396.3 83.9% 39.0 8.3% 26% False False 187,459
80 765.5 369.2 396.3 83.9% 34.8 7.3% 26% False False 157,638
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 6.4
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 669.0
2.618 594.3
1.618 548.5
1.000 520.0
0.618 502.5
HIGH 474.3
0.618 456.8
0.500 451.5
0.382 446.0
LOW 428.5
0.618 400.3
1.000 382.8
1.618 354.5
2.618 308.5
4.250 233.8
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 465.5 467.0
PP 458.5 461.5
S1 451.5 456.0

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

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