ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 469.7 484.3 14.6 3.1% 484.0
High 484.9 503.0 18.1 3.7% 489.4
Low 466.9 481.0 14.1 3.0% 457.0
Close 483.6 497.9 14.3 3.0% 473.9
Range 18.0 22.0 4.0 22.2% 32.4
ATR 22.8 22.8 -0.1 -0.3% 0.0
Volume 59,626 57,196 -2,430 -4.1% 377,628
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 560.0 551.0 510.0
R3 538.0 529.0 504.0
R2 516.0 516.0 502.0
R1 507.0 507.0 500.0 511.5
PP 494.0 494.0 494.0 496.3
S1 485.0 485.0 496.0 489.5
S2 472.0 472.0 493.8
S3 450.0 463.0 491.8
S4 428.0 441.0 485.8
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
5 503.0 457.9 45.1 9.1% 15.5 3.1% 89% True False 51,792
10 503.0 457.0 46.0 9.2% 19.0 3.8% 89% True False 110,818
20 503.0 422.2 80.8 16.2% 24.5 4.9% 94% True False 90,276
40 554.2 374.9 179.3 36.0% 17.8 3.6% 69% False False 45,142
60 595.0 374.9 220.1 44.2% 16.0 3.2% 56% False False 30,098
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 4.7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 596.5
2.618 560.5
1.618 538.5
1.000 525.0
0.618 516.5
HIGH 503.0
0.618 494.5
0.500 492.0
0.382 489.5
LOW 481.0
0.618 467.5
1.000 459.0
1.618 445.5
2.618 423.5
4.250 387.5
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 496.0 492.0
PP 494.0 486.3
S1 492.0 480.5

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

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