I think I write wrong, 'cause I felt it (after having 6 trials in one week) in my elbow...
Apparently the way you hold your pen can make a huge difference to how fast you write. I hold my pen by making a 'tripod' around it with my thumb, pointer finger and middle finger. However, this is apparently too rigid and slows down my writing.
The better way to do it is hold the pen between thumb and pointer, with the pen resting on your middle finger (rather than being held by it).
I was only told this a couple of week ago, and I'm still trying to get used to it. I allows your writing to flow more freely but you do sacrifice a bit of neatness. I can afford that, cause my writing is pretty easily read, but if your writing is pretty messy to start with it may not be benificial. Give it a go anyway, if you don't already hold your pen like that!