ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 447.5 446.1 -1.4 -0.3% 489.8
High 491.8 446.1 -45.7 -9.3% 491.8
Low 447.5 446.1 -1.4 -0.3% 446.1
Close 487.5 446.1 -41.4 -8.5% 446.1
Range 44.3 0.0 -44.3 -100.0% 45.7
ATR 21.4 22.8 1.4 6.7% 0.0
Volume 1 0 -1 -100.0% 9
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 446.0 446.0 446.0
R3 446.0 446.0 446.0
R2 446.0 446.0 446.0
R1 446.0 446.0 446.0 446.0
PP 446.0 446.0 446.0 446.0
S1 446.0 446.0 446.0 446.0
S2 446.0 446.0 446.0
S3 446.0 446.0 446.0
S4 446.0 446.0 446.0
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 598.5 568.0 471.3
R3 552.8 522.3 458.8
R2 507.0 507.0 454.5
R1 476.5 476.5 450.3 469.0
PP 461.3 461.3 461.3 457.5
S1 430.8 430.8 442.0 423.3
S2 415.8 415.8 437.8
S3 370.0 385.3 433.5
S4 324.3 339.5 421.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 491.8 446.1 45.7 10.2% 10.5 2.4% 0% False True 1
10 554.2 446.1 108.1 24.2% 8.0 1.8% 0% False True 4
20 554.2 439.1 115.1 25.8% 7.0 1.6% 6% 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
4.250 446.0
2.618 446.0
1.618 446.0
1.000 446.0
0.618 446.0
HIGH 446.0
0.618 446.0
0.500 446.0
0.382 446.0
LOW 446.0
0.618 446.0
1.000 446.0
1.618 446.0
2.618 446.0
4.250 446.0
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 446.0 469.0
PP 446.0 461.3
S1 446.0 453.8

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

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