ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 15-Oct-2008

Day Change Summary
	Previous	Current
	14-Oct-2008	15-Oct-2008	Change	Change %	Previous Week
Open	583.5	553.0	-30.5	-5.2%	616.4
High	599.3	562.0	-37.3	-6.2%	616.4
Low	538.0	489.6	-48.4	-9.0%	462.2
Close	558.2	496.7	-61.5	-11.0%	521.1
Range	61.3	72.4	11.1	18.1%	154.2
ATR	42.5	44.6	2.1	5.0%	0.0
Volume	212,868	251,038	38,170	17.9%	1,353,543

Daily Pivots for day following 15-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	733.3	687.5	536.5
R3	661.0	615.0	516.5
R2	588.5	588.5	510.0
R1	542.5	542.5	503.3	529.3
PP	516.0	516.0	516.0	509.5
S1	470.3	470.3	490.0	457.0
S2	443.8	443.8	483.5
S3	371.3	397.8	476.8
S4	299.0	325.5	457.0

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	995.8	912.8	606.0
R3	841.8	758.5	563.5
R2	687.5	687.5	549.3
R1	604.3	604.3	535.3	568.8
PP	533.3	533.3	533.3	515.5
S1	450.0	450.0	507.0	414.5
S2	379.0	379.0	492.8
S3	224.8	295.8	478.8
S4	70.8	141.8	436.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	599.3	462.2	137.1	27.6%	66.0	13.3%	25%	False	False	298,483
10	676.7	462.2	214.5	43.2%	57.5	11.6%	16%	False	False	252,574
20	765.5	462.2	303.3	61.1%	45.8	9.2%	11%	False	False	227,820
40	765.5	462.2	303.3	61.1%	32.5	6.6%	11%	False	False	139,707

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	13.5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	869.8
2.618	751.5
1.618	679.3
1.000	634.5
0.618	606.8
HIGH	562.0
0.618	534.3
0.500	525.8
0.382	517.3
LOW	489.5
0.618	444.8
1.000	417.3
1.618	372.5
2.618	300.0
4.250	182.0

Fisher Pivots for day following 15-Oct-2008
Pivot	1 day	3 day
R1	525.8	544.5
PP	516.0	528.5
S1	506.5	512.5

Download as Excel Spreadsheet

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

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