ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 481.6 483.7 2.1 0.4% 469.7
High 492.6 495.9 3.3 0.7% 495.9
Low 468.9 477.9 9.0 1.9% 441.8
Close 484.0 484.0 0.0 0.0% 484.0
Range 23.7 18.0 -5.7 -24.1% 54.1
ATR 26.7 26.0 -0.6 -2.3% 0.0
Volume 177,460 150,696 -26,764 -15.1% 1,027,790
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 540.0 530.0 494.0
R3 522.0 512.0 489.0
R2 504.0 504.0 487.3
R1 494.0 494.0 485.8 499.0
PP 486.0 486.0 486.0 488.5
S1 476.0 476.0 482.3 481.0
S2 468.0 468.0 480.8
S3 450.0 458.0 479.0
S4 432.0 440.0 474.0
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 636.3 614.3 513.8
R3 582.0 560.0 499.0
R2 528.0 528.0 494.0
R1 506.0 506.0 489.0 517.0
PP 474.0 474.0 474.0 479.5
S1 452.0 452.0 479.0 463.0
S2 419.8 419.8 474.0
S3 365.8 397.8 469.0
S4 311.5 343.8 454.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 495.9 441.8 54.1 11.2% 24.5 5.1% 78% True False 205,558
10 495.9 425.8 70.1 14.5% 27.5 5.7% 83% True False 128,430
20 495.9 374.9 121.0 25.0% 22.3 4.6% 90% True False 64,246
40 554.2 374.9 179.3 37.0% 16.0 3.3% 61% False False 32,126
60 700.0 374.9 325.1 67.2% 15.5 3.2% 34% False False 21,432
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 572.5
2.618 543.0
1.618 525.0
1.000 514.0
0.618 507.0
HIGH 496.0
0.618 489.0
0.500 487.0
0.382 484.8
LOW 478.0
0.618 466.8
1.000 460.0
1.618 448.8
2.618 430.8
4.250 401.5
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 487.0 483.5
PP 486.0 483.0
S1 485.0 482.5

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

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