ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 439.5 455.3 15.8 3.6% 452.1
High 439.5 466.0 26.5 6.0% 460.5
Low 439.5 453.0 13.5 3.1% 374.9
Close 435.2 463.6 28.4 6.5% 399.2
Range 0.0 13.0 13.0 85.6
ATR 21.5 22.2 0.7 3.1% 0.0
Volume 15 2 -13 -86.7% 40
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 499.8 494.8 470.8
R3 486.8 481.8 467.3
R2 473.8 473.8 466.0
R1 468.8 468.8 464.8 471.3
PP 460.8 460.8 460.8 462.3
S1 455.8 455.8 462.5 458.3
S2 447.8 447.8 461.3
S3 434.8 442.8 460.0
S4 421.8 429.8 456.5
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 668.3 619.3 446.3
R3 582.8 533.8 422.8
R2 497.3 497.3 415.0
R1 448.3 448.3 407.0 429.8
PP 411.5 411.5 411.5 402.5
S1 362.5 362.5 391.3 344.3
S2 326.0 326.0 383.5
S3 240.3 277.0 375.8
S4 154.8 191.3 352.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 466.0 374.9 91.1 19.7% 9.8 2.1% 97% True False 12
10 491.8 374.9 116.9 25.2% 13.0 2.8% 76% False False 7
20 554.2 374.9 179.3 38.7% 9.8 2.1% 49% False False 6
40 667.0 374.9 292.1 63.0% 12.0 2.6% 30% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 521.3
2.618 500.0
1.618 487.0
1.000 479.0
0.618 474.0
HIGH 466.0
0.618 461.0
0.500 459.5
0.382 458.0
LOW 453.0
0.618 445.0
1.000 440.0
1.618 432.0
2.618 419.0
4.250 397.8
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 462.3 457.0
PP 460.8 450.3
S1 459.5 443.5

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

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