ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 416.8 433.5 16.7 4.0% 421.0
High 440.3 455.1 14.8 3.4% 466.0
Low 416.8 433.0 16.2 3.9% 421.0
Close 438.4 451.1 12.7 2.9% 470.7
Range 23.5 22.1 -1.4 -6.0% 45.0
ATR 23.4 23.3 -0.1 -0.4% 0.0
Volume 71 82 11 15.5% 38
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 512.8 504.0 463.3
R3 490.5 482.0 457.3
R2 468.5 468.5 455.3
R1 459.8 459.8 453.3 464.3
PP 446.5 446.5 446.5 448.5
S1 437.8 437.8 449.0 442.0
S2 424.3 424.3 447.0
S3 402.3 415.5 445.0
S4 380.0 393.5 439.0
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 587.5 574.3 495.5
R3 542.5 529.3 483.0
R2 497.5 497.5 479.0
R1 484.3 484.3 474.8 490.8
PP 452.5 452.5 452.5 456.0
S1 439.3 439.3 466.5 445.8
S2 407.5 407.5 462.5
S3 362.5 394.3 458.3
S4 317.5 349.3 446.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 466.0 415.0 51.0 11.3% 19.0 4.2% 71% False False 34
10 466.0 374.9 91.1 20.2% 15.5 3.4% 84% False False 23
20 528.4 374.9 153.5 34.0% 11.0 2.5% 50% False False 13
40 573.6 374.9 198.7 44.0% 11.0 2.5% 38% False False 11
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 3 trading days
Fibonacci Retracements and Extensions
4.250 549.0
2.618 513.0
1.618 490.8
1.000 477.3
0.618 468.8
HIGH 455.0
0.618 446.8
0.500 444.0
0.382 441.5
LOW 433.0
0.618 419.3
1.000 411.0
1.618 397.3
2.618 375.3
4.250 339.0
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 448.8 445.8
PP 446.5 440.5
S1 444.0 435.0

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

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