ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 472.7 469.7 -3.0 -0.6% 484.0
High 475.7 484.9 9.2 1.9% 489.4
Low 457.9 466.9 9.0 2.0% 457.0
Close 468.5 483.6 15.1 3.2% 473.9
Range 17.8 18.0 0.2 1.1% 32.4
ATR 23.2 22.8 -0.4 -1.6% 0.0
Volume 26,266 59,626 33,360 127.0% 377,628
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 532.5 526.0 493.5
R3 514.5 508.0 488.5
R2 496.5 496.5 487.0
R1 490.0 490.0 485.3 493.3
PP 478.5 478.5 478.5 480.0
S1 472.0 472.0 482.0 475.3
S2 460.5 460.5 480.3
S3 442.5 454.0 478.8
S4 424.5 436.0 473.8
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
5 484.9 457.9 27.0 5.6% 14.5 3.0% 95% True False 64,188
10 495.9 453.3 42.6 8.8% 19.5 4.0% 71% False False 126,214
20 495.9 416.8 79.1 16.4% 24.5 5.1% 84% False False 87,419
40 554.2 374.9 179.3 37.1% 17.3 3.6% 61% False False 43,713
60 605.0 374.9 230.1 47.6% 16.0 3.3% 47% False False 29,145
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 True
Bear Hook False
Bull Hook False
Stretch 4.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 561.5
2.618 532.0
1.618 514.0
1.000 503.0
0.618 496.0
HIGH 485.0
0.618 478.0
0.500 476.0
0.382 473.8
LOW 467.0
0.618 455.8
1.000 449.0
1.618 437.8
2.618 419.8
4.250 390.5
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 481.0 479.5
PP 478.5 475.5
S1 476.0 471.5

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

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