ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 463.0 471.3 8.3 1.8% 484.0
High 471.4 476.6 5.2 1.1% 489.4
Low 461.4 467.0 5.6 1.2% 457.0
Close 471.0 473.9 2.9 0.6% 473.9
Range 10.0 9.6 -0.4 -4.0% 32.4
ATR 24.7 23.6 -1.1 -4.4% 0.0
Volume 86,551 29,322 -57,229 -66.1% 377,628
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 501.3 497.3 479.3
R3 491.8 487.5 476.5
R2 482.0 482.0 475.8
R1 478.0 478.0 474.8 480.0
PP 472.5 472.5 472.5 473.5
S1 468.5 468.5 473.0 470.5
S2 463.0 463.0 472.3
S3 453.3 458.8 471.3
S4 443.8 449.3 468.5
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 570.8 554.8 491.8
R3 538.3 522.3 482.8
R2 505.8 505.8 479.8
R1 489.8 489.8 476.8 481.8
PP 473.5 473.5 473.5 469.3
S1 457.5 457.5 471.0 449.3
S2 441.0 441.0 468.0
S3 408.8 425.0 465.0
S4 376.3 392.8 456.0
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 8.2% 17.5 3.7% 43% False False 105,664
10 495.9 425.8 70.1 14.8% 23.8 5.0% 69% False False 158,914
20 495.9 415.0 80.9 17.1% 24.5 5.2% 73% False False 83,125
40 554.2 374.9 179.3 37.8% 17.0 3.6% 55% False False 41,566
60 667.0 374.9 292.1 61.6% 16.3 3.4% 34% False False 27,714
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.9
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 517.5
2.618 501.8
1.618 492.3
1.000 486.3
0.618 482.5
HIGH 476.5
0.618 473.0
0.500 471.8
0.382 470.8
LOW 467.0
0.618 461.0
1.000 457.5
1.618 451.5
2.618 441.8
4.250 426.3
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 473.3 472.8
PP 472.5 471.8
S1 471.8 470.8

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

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