ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 435.9 404.1 -31.8 -7.3% 489.8
High 435.9 410.0 -25.9 -5.9% 491.8
Low 410.0 385.6 -24.4 -6.0% 446.1
Close 411.1 380.3 -30.8 -7.5% 446.1
Range 25.9 24.4 -1.5 -5.8% 45.7
ATR 23.0 23.1 0.2 0.8% 0.0
Volume 6 17 11 183.3% 9
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 465.3 447.3 393.8
R3 440.8 422.8 387.0
R2 416.3 416.3 384.8
R1 398.3 398.3 382.5 395.3
PP 392.0 392.0 392.0 390.5
S1 374.0 374.0 378.0 370.8
S2 367.5 367.5 375.8
S3 343.3 349.5 373.5
S4 318.8 325.3 367.0
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
5 460.5 385.6 74.9 19.7% 12.3 3.2% -7% False True 5
10 497.0 385.6 111.4 29.3% 11.5 3.0% -5% False True 3
20 554.2 385.6 168.6 44.3% 9.5 2.5% -3% False True 6
40 700.0 385.6 314.4 82.7% 12.3 3.2% -2% False True 25
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 0.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 513.8
2.618 474.0
1.618 449.5
1.000 434.5
0.618 425.0
HIGH 410.0
0.618 400.8
0.500 397.8
0.382 395.0
LOW 385.5
0.618 370.5
1.000 361.3
1.618 346.0
2.618 321.8
4.250 282.0
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 397.8 411.8
PP 392.0 401.3
S1 386.3 390.8

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

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