ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 16-Sep-2008

Day Change Summary
	Previous	Current
	15-Sep-2008	16-Sep-2008	Change	Change %	Previous Week
Open	713.0	699.7	-13.3	-1.9%	728.3
High	718.7	715.2	-3.5	-0.5%	741.6
Low	687.7	675.0	-12.7	-1.8%	699.0
Close	691.0	712.9	21.9	3.2%	723.7
Range	31.0	40.2	9.2	29.7%	42.6
ATR	18.6	20.2	1.5	8.3%	0.0
Volume	129,781	247,474	117,693	90.7%	318,051

Daily Pivots for day following 16-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	821.8	807.5	735.0
R3	781.5	767.3	724.0
R2	741.3	741.3	720.3
R1	727.0	727.0	716.5	734.3
PP	701.0	701.0	701.0	704.5
S1	686.8	686.8	709.3	694.0
S2	660.8	660.8	705.5
S3	620.8	646.8	701.8
S4	580.5	606.5	690.8

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	849.3	829.0	747.3
R3	806.8	786.5	735.5
R2	764.0	764.0	731.5
R1	743.8	743.8	727.5	732.8
PP	721.5	721.5	721.5	715.8
S1	701.3	701.3	719.8	690.0
S2	678.8	678.8	716.0
S3	636.3	658.8	712.0
S4	593.8	616.0	700.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	725.8	675.0	50.8	7.1%	25.5	3.6%	75%	False	True	137,456
10	747.6	675.0	72.6	10.2%	23.3	3.3%	52%	False	True	69,724
20	753.0	675.0	78.0	10.9%	17.5	2.5%	49%	False	True	35,020

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.7
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	886.0
2.618	820.5
1.618	780.3
1.000	755.5
0.618	740.0
HIGH	715.3
0.618	699.8
0.500	695.0
0.382	690.3
LOW	675.0
0.618	650.3
1.000	634.8
1.618	610.0
2.618	569.8
4.250	504.3

Fisher Pivots for day following 16-Sep-2008
Pivot	1 day	3 day
R1	707.0	708.8
PP	701.0	704.5
S1	695.0	700.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols