ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 479.5 480.9 1.4 0.3% 456.0
High 494.1 495.5 1.4 0.3% 493.1
Low 473.4 472.0 -1.4 -0.3% 428.5
Close 485.6 486.7 1.1 0.2% 472.6
Range 20.7 23.5 2.8 13.5% 64.6
ATR 34.1 33.4 -0.8 -2.2% 0.0
Volume 136,917 66,583 -70,334 -51.4% 915,813
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 555.3 544.5 499.5
R3 531.8 521.0 493.3
R2 508.3 508.3 491.0
R1 497.5 497.5 488.8 502.8
PP 484.8 484.8 484.8 487.5
S1 474.0 474.0 484.5 479.3
S2 461.3 461.3 482.5
S3 437.8 450.5 480.3
S4 414.3 427.0 473.8
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
5 495.5 428.5 67.0 13.8% 30.8 6.3% 87% True False 120,056
10 495.5 422.0 73.5 15.1% 31.3 6.4% 88% True False 152,372
20 495.5 369.2 126.3 26.0% 33.8 6.9% 93% True False 156,622
40 554.0 369.2 184.8 38.0% 34.5 7.1% 64% False False 159,825
60 711.4 369.2 342.2 70.3% 38.8 7.9% 34% False False 179,825
80 765.5 369.2 396.3 81.4% 35.5 7.3% 30% False False 163,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 595.5
2.618 557.0
1.618 533.5
1.000 519.0
0.618 510.0
HIGH 495.5
0.618 486.5
0.500 483.8
0.382 481.0
LOW 472.0
0.618 457.5
1.000 448.5
1.618 434.0
2.618 410.5
4.250 372.0
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 485.8 482.3
PP 484.8 478.0
S1 483.8 473.5

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

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