ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 489.8 485.9 -3.9 -0.8% 532.7
High 489.8 491.1 1.3 0.3% 554.2
Low 489.8 482.4 -7.4 -1.5% 494.9
Close 493.7 478.4 -15.3 -3.1% 508.3
Range 0.0 8.7 8.7 59.3
ATR 20.2 19.5 -0.6 -3.1% 0.0
Volume 0 1 1 31
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 510.0 503.0 483.3
R3 501.3 494.3 480.8
R2 492.8 492.8 480.0
R1 485.5 485.5 479.3 484.8
PP 484.0 484.0 484.0 483.5
S1 476.8 476.8 477.5 476.0
S2 475.3 475.3 476.8
S3 466.5 468.3 476.0
S4 457.8 459.5 473.5
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
5 528.4 482.4 46.0 9.6% 2.3 0.5% -9% False True 3
10 554.2 478.2 76.0 15.9% 8.8 1.8% 0% False False 5
20 554.2 439.1 115.1 24.1% 6.5 1.3% 34% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 528.0
2.618 514.0
1.618 505.3
1.000 499.8
0.618 496.5
HIGH 491.0
0.618 487.8
0.500 486.8
0.382 485.8
LOW 482.5
0.618 477.0
1.000 473.8
1.618 468.3
2.618 459.5
4.250 445.5
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 486.8 489.8
PP 484.0 486.0
S1 481.3 482.3

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

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