ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 527.6 494.9 -32.7 -6.2% 439.1
High 528.4 494.9 -33.5 -6.3% 534.3
Low 527.0 494.9 -32.1 -6.1% 439.1
Close 513.9 494.9 -19.0 -3.7% 534.7
Range 1.4 0.0 -1.4 -100.0% 95.2
ATR 21.9 21.7 -0.2 -0.9% 0.0
Volume 15 0 -15 -100.0% 60
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 495.0 495.0 495.0
R3 495.0 495.0 495.0
R2 495.0 495.0 495.0
R1 495.0 495.0 495.0 495.0
PP 495.0 495.0 495.0 495.0
S1 495.0 495.0 495.0 495.0
S2 495.0 495.0 495.0
S3 495.0 495.0 495.0
S4 495.0 495.0 495.0
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 788.3 756.8 587.0
R3 693.0 661.5 561.0
R2 598.0 598.0 552.3
R1 566.3 566.3 543.5 582.0
PP 502.8 502.8 502.8 510.5
S1 471.0 471.0 526.0 487.0
S2 407.5 407.5 517.3
S3 312.3 376.0 508.5
S4 217.0 280.8 482.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 554.2 494.9 59.3 12.0% 8.0 1.6% 0% False True 9
10 554.2 439.1 115.1 23.3% 7.8 1.6% 48% False False 9
20 573.6 439.1 134.5 27.2% 9.8 2.0% 41% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 495.0
2.618 495.0
1.618 495.0
1.000 495.0
0.618 495.0
HIGH 495.0
0.618 495.0
0.500 495.0
0.382 495.0
LOW 495.0
0.618 495.0
1.000 495.0
1.618 495.0
2.618 495.0
4.250 495.0
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 495.0 524.5
PP 495.0 514.8
S1 495.0 504.8

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

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