ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 483.7 484.0 0.3 0.1% 469.7
High 495.9 489.4 -6.5 -1.3% 495.9
Low 477.9 457.0 -20.9 -4.4% 441.8
Close 484.0 477.1 -6.9 -1.4% 484.0
Range 18.0 32.4 14.4 80.0% 54.1
ATR 26.0 26.5 0.5 1.7% 0.0
Volume 150,696 142,578 -8,118 -5.4% 1,027,790
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 571.8 556.8 495.0
R3 539.3 524.5 486.0
R2 507.0 507.0 483.0
R1 492.0 492.0 480.0 483.3
PP 474.5 474.5 474.5 470.0
S1 459.5 459.5 474.3 450.8
S2 442.0 442.0 471.3
S3 409.8 427.3 468.3
S4 377.3 394.8 459.3
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
5 495.9 453.3 42.6 8.9% 24.5 5.1% 56% False False 188,240
10 495.9 425.8 70.1 14.7% 28.5 6.0% 73% False False 142,571
20 495.9 415.0 80.9 17.0% 23.8 5.0% 77% False False 71,374
40 554.2 374.9 179.3 37.6% 16.8 3.5% 57% False False 35,690
60 689.1 374.9 314.2 65.9% 16.0 3.4% 33% False False 23,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 627.0
2.618 574.3
1.618 541.8
1.000 521.8
0.618 509.5
HIGH 489.5
0.618 477.0
0.500 473.3
0.382 469.5
LOW 457.0
0.618 437.0
1.000 424.5
1.618 404.5
2.618 372.3
4.250 319.3
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 475.8 477.0
PP 474.5 476.8
S1 473.3 476.5

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

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