ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 441.5 469.7 28.2 6.4% 460.1
High 471.6 474.2 2.6 0.6% 490.1
Low 425.8 441.8 16.0 3.8% 425.8
Close 470.0 455.2 -14.8 -3.1% 470.0
Range 45.8 32.4 -13.4 -29.3% 64.3
ATR 26.9 27.3 0.4 1.4% 0.0
Volume 183,729 229,168 45,439 24.7% 256,518
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 554.3 537.3 473.0
R3 521.8 504.8 464.0
R2 489.5 489.5 461.3
R1 472.3 472.3 458.3 464.8
PP 457.0 457.0 457.0 453.3
S1 440.0 440.0 452.3 432.3
S2 424.8 424.8 449.3
S3 392.3 407.5 446.3
S4 359.8 375.3 437.5
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 654.8 626.8 505.3
R3 590.5 562.5 487.8
R2 526.3 526.3 481.8
R1 498.3 498.3 476.0 512.3
PP 462.0 462.0 462.0 469.0
S1 433.8 433.8 464.0 448.0
S2 397.8 397.8 458.3
S3 333.3 369.5 452.3
S4 269.0 305.3 434.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 490.1 425.8 64.3 14.1% 32.8 7.2% 46% False False 96,903
10 490.1 416.8 73.3 16.1% 29.5 6.5% 52% False False 48,625
20 490.1 374.9 115.2 25.3% 20.8 4.6% 70% False False 24,316
40 554.2 374.9 179.3 39.4% 13.8 3.0% 45% False False 12,161
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 6.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 612.0
2.618 559.0
1.618 526.5
1.000 506.5
0.618 494.3
HIGH 474.3
0.618 461.8
0.500 458.0
0.382 454.3
LOW 441.8
0.618 421.8
1.000 409.5
1.618 389.5
2.618 357.0
4.250 304.0
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 458.0 453.8
PP 457.0 452.0
S1 456.3 450.5

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

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