ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 17-Sep-2008

Day Change Summary
	Previous	Current
	16-Sep-2008	17-Sep-2008	Change	Change %	Previous Week
Open	699.7	715.1	15.4	2.2%	728.3
High	715.2	721.2	6.0	0.8%	741.6
Low	675.0	669.0	-6.0	-0.9%	699.0
Close	712.9	676.4	-36.5	-5.1%	723.7
Range	40.2	52.2	12.0	29.9%	42.6
ATR	20.2	22.5	2.3	11.3%	0.0
Volume	247,474	331,563	84,089	34.0%	318,051

Daily Pivots for day following 17-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	845.5	813.3	705.0
R3	793.3	761.0	690.8
R2	741.0	741.0	686.0
R1	708.8	708.8	681.3	698.8
PP	688.8	688.8	688.8	684.0
S1	656.5	656.5	671.5	646.5
S2	636.8	636.8	666.8
S3	584.5	604.3	662.0
S4	532.3	552.3	647.8

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	669.0	56.8	8.4%	32.5	4.8%	13%	False	True	201,261
10	741.6	669.0	72.6	10.7%	27.3	4.0%	10%	False	True	102,856
20	753.0	669.0	84.0	12.4%	19.5	2.9%	9%	False	True	51,594

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.2
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	943.0
2.618	857.8
1.618	805.8
1.000	773.5
0.618	753.5
HIGH	721.3
0.618	701.3
0.500	695.0
0.382	689.0
LOW	669.0
0.618	636.8
1.000	616.8
1.618	584.5
2.618	532.3
4.250	447.3

Fisher Pivots for day following 17-Sep-2008
Pivot	1 day	3 day
R1	695.0	695.0
PP	688.8	688.8
S1	682.8	682.8

Download as Excel Spreadsheet

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

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