ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 478.0 463.0 -15.0 -3.1% 469.7
High 480.0 471.4 -8.6 -1.8% 495.9
Low 462.6 461.4 -1.2 -0.3% 441.8
Close 464.6 471.0 6.4 1.4% 484.0
Range 17.4 10.0 -7.4 -42.5% 54.1
ATR 25.8 24.7 -1.1 -4.4% 0.0
Volume 119,177 86,551 -32,626 -27.4% 1,027,790
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 498.0 494.5 476.5
R3 488.0 484.5 473.8
R2 478.0 478.0 472.8
R1 474.5 474.5 472.0 476.3
PP 468.0 468.0 468.0 468.8
S1 464.5 464.5 470.0 466.3
S2 458.0 458.0 469.3
S3 448.0 454.5 468.3
S4 438.0 444.5 465.5
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 8.3% 20.3 4.3% 36% False False 135,292
10 495.9 425.8 70.1 14.9% 26.8 5.7% 64% False False 160,518
20 495.9 415.0 80.9 17.2% 24.8 5.2% 69% False False 81,659
40 554.2 374.9 179.3 38.1% 17.5 3.7% 54% False False 40,833
60 667.0 374.9 292.1 62.0% 16.0 3.4% 33% False False 27,226
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 514.0
2.618 497.5
1.618 487.5
1.000 481.5
0.618 477.5
HIGH 471.5
0.618 467.5
0.500 466.5
0.382 465.3
LOW 461.5
0.618 455.3
1.000 451.5
1.618 445.3
2.618 435.3
4.250 419.0
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 469.5 473.3
PP 468.0 472.5
S1 466.5 471.8

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

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