ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 478.4 481.6 3.2 0.7% 460.1
High 491.2 492.6 1.4 0.3% 490.1
Low 471.0 468.9 -2.1 -0.4% 425.8
Close 482.6 484.0 1.4 0.3% 470.0
Range 20.2 23.7 3.5 17.3% 64.3
ATR 26.9 26.7 -0.2 -0.8% 0.0
Volume 259,311 177,460 -81,851 -31.6% 256,518
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 553.0 542.3 497.0
R3 529.3 518.5 490.5
R2 505.5 505.5 488.3
R1 494.8 494.8 486.3 500.3
PP 481.8 481.8 481.8 484.5
S1 471.0 471.0 481.8 476.5
S2 458.3 458.3 479.8
S3 434.5 447.3 477.5
S4 410.8 423.8 471.0
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
5 492.6 425.8 66.8 13.8% 30.0 6.2% 87% True False 212,164
10 492.6 422.2 70.4 14.5% 29.3 6.0% 88% True False 113,375
20 492.6 374.9 117.7 24.3% 22.5 4.7% 93% True False 56,712
40 554.2 374.9 179.3 37.0% 15.5 3.2% 61% False False 28,359
60 712.5 374.9 337.6 69.8% 15.5 3.2% 32% False False 18,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 593.3
2.618 554.8
1.618 531.0
1.000 516.3
0.618 507.3
HIGH 492.5
0.618 483.5
0.500 480.8
0.382 478.0
LOW 469.0
0.618 454.3
1.000 445.3
1.618 430.5
2.618 406.8
4.250 368.3
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 483.0 480.3
PP 481.8 476.8
S1 480.8 473.0

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

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