ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 484.0 478.0 -6.0 -1.2% 469.7
High 489.4 480.0 -9.4 -1.9% 495.9
Low 457.0 462.6 5.6 1.2% 441.8
Close 477.1 464.6 -12.5 -2.6% 484.0
Range 32.4 17.4 -15.0 -46.3% 54.1
ATR 26.5 25.8 -0.6 -2.5% 0.0
Volume 142,578 119,177 -23,401 -16.4% 1,027,790
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 521.3 510.3 474.3
R3 503.8 493.0 469.5
R2 486.5 486.5 467.8
R1 475.5 475.5 466.3 472.3
PP 469.0 469.0 469.0 467.5
S1 458.3 458.3 463.0 455.0
S2 451.8 451.8 461.5
S3 434.3 440.8 459.8
S4 416.8 423.3 455.0
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
5 495.9 457.0 38.9 8.4% 22.3 4.8% 20% False False 169,844
10 495.9 425.8 70.1 15.1% 27.3 5.9% 55% False False 154,068
20 495.9 415.0 80.9 17.4% 24.3 5.2% 61% False False 77,333
40 554.2 374.9 179.3 38.6% 17.3 3.7% 50% False False 38,670
60 684.0 374.9 309.1 66.5% 16.3 3.5% 29% False False 25,783
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 554.0
2.618 525.5
1.618 508.3
1.000 497.5
0.618 490.8
HIGH 480.0
0.618 473.3
0.500 471.3
0.382 469.3
LOW 462.5
0.618 451.8
1.000 445.3
1.618 434.5
2.618 417.0
4.250 388.8
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 471.3 476.5
PP 469.0 472.5
S1 466.8 468.5

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

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