ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 454.2 478.4 24.2 5.3% 460.1
High 481.5 491.2 9.7 2.0% 490.1
Low 453.3 471.0 17.7 3.9% 425.8
Close 479.0 482.6 3.6 0.8% 470.0
Range 28.2 20.2 -8.0 -28.4% 64.3
ATR 27.4 26.9 -0.5 -1.9% 0.0
Volume 211,155 259,311 48,156 22.8% 256,518
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 542.3 532.5 493.8
R3 522.0 512.5 488.3
R2 501.8 501.8 486.3
R1 492.3 492.3 484.5 497.0
PP 481.5 481.5 481.5 484.0
S1 472.0 472.0 480.8 476.8
S2 461.5 461.5 479.0
S3 441.3 451.8 477.0
S4 421.0 431.5 471.5
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
5 491.2 425.8 65.4 13.6% 33.0 6.9% 87% True False 185,744
10 491.2 422.2 69.0 14.3% 29.8 6.2% 88% True False 95,656
20 491.2 374.9 116.3 24.1% 22.8 4.7% 93% True False 47,840
40 554.2 374.9 179.3 37.2% 14.8 3.1% 60% False False 23,922
60 712.5 374.9 337.6 70.0% 15.3 3.1% 32% False False 15,968
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 7.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 577.0
2.618 544.0
1.618 524.0
1.000 511.5
0.618 503.8
HIGH 491.3
0.618 483.5
0.500 481.0
0.382 478.8
LOW 471.0
0.618 458.5
1.000 450.8
1.618 438.3
2.618 418.0
4.250 385.3
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 482.0 477.3
PP 481.5 471.8
S1 481.0 466.5

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

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