ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 458.0 447.5 -10.5 -2.3% 532.7
High 458.0 491.8 33.8 7.4% 554.2
Low 458.0 447.5 -10.5 -2.3% 494.9
Close 449.2 487.5 38.3 8.5% 508.3
Range 0.0 44.3 44.3 59.3
ATR 19.6 21.4 1.8 9.0% 0.0
Volume 7 1 -6 -85.7% 31
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 608.5 592.3 511.8
R3 564.3 548.0 499.8
R2 520.0 520.0 495.5
R1 503.8 503.8 491.5 511.8
PP 475.5 475.5 475.5 479.8
S1 459.5 459.5 483.5 467.5
S2 431.3 431.3 479.5
S3 387.0 415.0 475.3
S4 342.8 370.8 463.3
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
5 497.0 447.5 49.5 10.2% 10.8 2.2% 81% False True 1
10 554.2 447.5 106.7 21.9% 9.3 1.9% 37% False True 5
20 554.2 439.1 115.1 23.6% 7.0 1.5% 42% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 24 trading days
Fibonacci Retracements and Extensions
4.250 680.0
2.618 607.8
1.618 563.5
1.000 536.0
0.618 519.3
HIGH 491.8
0.618 475.0
0.500 469.8
0.382 464.5
LOW 447.5
0.618 420.0
1.000 403.3
1.618 375.8
2.618 331.5
4.250 259.3
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 481.5 481.5
PP 475.5 475.5
S1 469.8 469.8

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

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