ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 22-Oct-2008

Day Change Summary
	Previous	Current
	21-Oct-2008	22-Oct-2008	Change	Change %	Previous Week
Open	547.7	536.5	-11.2	-2.0%	525.8
High	552.7	538.8	-13.9	-2.5%	599.3
Low	527.1	490.9	-36.2	-6.9%	481.7
Close	534.1	504.8	-29.3	-5.5%	517.7
Range	25.6	47.9	22.3	87.1%	117.6
ATR	43.2	43.5	0.3	0.8%	0.0
Volume	135,189	140,854	5,665	4.2%	1,443,797

Daily Pivots for day following 22-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	655.3	628.0	531.3
R3	607.3	580.0	518.0
R2	559.5	559.5	513.5
R1	532.0	532.0	509.3	521.8
PP	511.5	511.5	511.5	506.3
S1	484.3	484.3	500.5	474.0
S2	463.5	463.5	496.0
S3	415.8	436.3	491.8
S4	367.8	388.5	478.5

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	885.8	819.3	582.5
R3	768.0	701.8	550.0
R2	650.5	650.5	539.3
R1	584.0	584.0	528.5	558.5
PP	533.0	533.0	533.0	520.0
S1	466.5	466.5	507.0	441.0
S2	415.3	415.3	496.3
S3	297.8	349.0	485.3
S4	180.0	231.3	453.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	554.0	481.7	72.3	14.3%	41.5	8.2%	32%	False	False	212,244
10	599.3	462.2	137.1	27.2%	53.8	10.7%	31%	False	False	255,363
20	711.4	462.2	249.2	49.4%	47.0	9.3%	17%	False	False	219,826
40	765.5	462.2	303.3	60.1%	36.8	7.3%	14%	False	False	166,209

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	11.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	742.5
2.618	664.3
1.618	616.3
1.000	586.8
0.618	568.5
HIGH	538.8
0.618	520.5
0.500	514.8
0.382	509.3
LOW	491.0
0.618	461.3
1.000	443.0
1.618	413.5
2.618	365.5
4.250	287.3

Fisher Pivots for day following 22-Oct-2008
Pivot	1 day	3 day
R1	514.8	521.8
PP	511.5	516.3
S1	508.3	510.5

Download as Excel Spreadsheet

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

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