ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 446.1 452.1 6.0 1.3% 489.8
High 446.1 460.5 14.4 3.2% 491.8
Low 446.1 452.1 6.0 1.3% 446.1
Close 446.1 447.7 1.6 0.4% 446.1
Range 0.0 8.4 8.4 45.7
ATR 22.8 22.2 -0.6 -2.6% 0.0
Volume
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 478.8 471.5 452.3
R3 470.3 463.3 450.0
R2 461.8 461.8 449.3
R1 454.8 454.8 448.5 454.0
PP 453.5 453.5 453.5 453.0
S1 446.3 446.3 447.0 445.8
S2 445.0 445.0 446.3
S3 436.8 438.0 445.5
S4 428.3 429.5 443.0
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% 12.3 2.7% 4% False False 1
10 554.2 446.1 108.1 24.1% 8.8 2.0% 1% False False 2
20 554.2 439.1 115.1 25.7% 7.0 1.6% 7% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 496.3
2.618 482.5
1.618 474.0
1.000 469.0
0.618 465.8
HIGH 460.5
0.618 457.3
0.500 456.3
0.382 455.3
LOW 452.0
0.618 447.0
1.000 443.8
1.618 438.5
2.618 430.0
4.250 416.5
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 456.3 469.0
PP 453.5 461.8
S1 450.5 454.8

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

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