ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 485.9 458.0 -27.9 -5.7% 532.7
High 491.1 458.0 -33.1 -6.7% 554.2
Low 482.4 458.0 -24.4 -5.1% 494.9
Close 478.4 449.2 -29.2 -6.1% 508.3
Range 8.7 0.0 -8.7 -100.0% 59.3
ATR 19.5 19.6 0.1 0.3% 0.0
Volume 1 7 6 600.0% 31
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 455.0 452.3 449.3
R3 455.0 452.3 449.3
R2 455.0 455.0 449.3
R1 452.3 452.3 449.3 453.5
PP 455.0 455.0 455.0 455.8
S1 452.3 452.3 449.3 453.5
S2 455.0 455.0 449.3
S3 455.0 452.3 449.3
S4 455.0 452.3 449.3
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
5 497.0 458.0 39.0 8.7% 2.0 0.4% -23% False True 1
10 554.2 458.0 96.2 21.4% 6.8 1.5% -9% False True 6
20 554.2 439.1 115.1 25.6% 5.0 1.1% 9% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 458.0
2.618 458.0
1.618 458.0
1.000 458.0
0.618 458.0
HIGH 458.0
0.618 458.0
0.500 458.0
0.382 458.0
LOW 458.0
0.618 458.0
1.000 458.0
1.618 458.0
2.618 458.0
4.250 458.0
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 458.0 474.5
PP 455.0 466.0
S1 452.3 457.8

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

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