ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 496.2 489.8 -6.4 -1.3% 532.7
High 497.0 489.8 -7.2 -1.4% 554.2
Low 496.2 489.8 -6.4 -1.3% 494.9
Close 508.3 493.7 -14.6 -2.9% 508.3
Range 0.8 0.0 -0.8 -100.0% 59.3
ATR 20.3 20.2 -0.1 -0.6% 0.0
Volume
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 491.0 492.5 493.8
R3 491.0 492.5 493.8
R2 491.0 491.0 493.8
R1 492.5 492.5 493.8 491.8
PP 491.0 491.0 491.0 490.8
S1 492.5 492.5 493.8 491.8
S2 491.0 491.0 493.8
S3 491.0 492.5 493.8
S4 491.0 492.5 493.8
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 697.0 662.0 541.0
R3 637.8 602.8 524.5
R2 578.5 578.5 519.3
R1 543.3 543.3 513.8 531.3
PP 519.3 519.3 519.3 513.0
S1 484.0 484.0 502.8 472.0
S2 459.8 459.8 497.5
S3 400.5 424.8 492.0
S4 341.3 365.5 475.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 554.2 489.8 64.4 13.0% 5.3 1.1% 6% False True 3
10 554.2 444.2 110.0 22.3% 7.8 1.6% 45% False False 9
20 573.6 439.1 134.5 27.2% 6.5 1.3% 41% False False 5
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 489.8
2.618 489.8
1.618 489.8
1.000 489.8
0.618 489.8
HIGH 489.8
0.618 489.8
0.500 489.8
0.382 489.8
LOW 489.8
0.618 489.8
1.000 489.8
1.618 489.8
2.618 489.8
4.250 489.8
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 492.5 493.5
PP 491.0 493.5
S1 489.8 493.5

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

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