ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 679.9 672.5 -7.4 -1.1% 742.9
High 679.9 676.7 -3.2 -0.5% 752.9
Low 661.6 632.5 -29.1 -4.4% 687.1
Close 674.6 640.7 -33.9 -5.0% 703.8
Range 18.3 44.2 25.9 141.5% 65.8
ATR 28.2 29.4 1.1 4.0% 0.0
Volume 164,392 124,141 -40,251 -24.5% 807,532
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 782.5 755.8 665.0
R3 738.3 711.8 652.8
R2 694.3 694.3 648.8
R1 667.5 667.5 644.8 658.8
PP 650.0 650.0 650.0 645.5
S1 623.3 623.3 636.8 614.5
S2 605.8 605.8 632.5
S3 561.5 579.0 628.5
S4 517.3 534.8 616.5
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 912.0 873.8 740.0
R3 846.3 808.0 722.0
R2 780.5 780.5 715.8
R1 742.0 742.0 709.8 728.3
PP 714.5 714.5 714.5 707.8
S1 676.3 676.3 697.8 662.5
S2 648.8 648.8 691.8
S3 583.0 610.5 685.8
S4 517.3 544.8 667.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 708.0 632.5 75.5 11.8% 37.5 5.9% 11% False True 160,436
10 765.5 632.5 133.0 20.8% 33.3 5.2% 6% False True 182,297
20 765.5 632.5 133.0 20.8% 31.8 4.9% 6% False True 159,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 864.5
2.618 792.5
1.618 748.3
1.000 721.0
0.618 704.0
HIGH 676.8
0.618 659.8
0.500 654.5
0.382 649.5
LOW 632.5
0.618 605.3
1.000 588.3
1.618 561.0
2.618 516.8
4.250 444.8
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 654.5 661.5
PP 650.0 654.8
S1 645.3 647.8

Download as Excel Spreadsheet

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

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