ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 28-Aug-2008

Day Change Summary
	Previous	Current
	27-Aug-2008	28-Aug-2008	Change	Change %	Previous Week
Open	720.1	736.2	16.1	2.2%	749.4
High	734.9	747.0	12.1	1.6%	753.6
Low	720.1	733.6	13.5	1.9%	721.4
Close	730.9	744.6	13.7	1.9%	737.6
Range	14.8	13.4	-1.4	-9.5%	32.2
ATR
Volume	355	1,425	1,070	301.4%	809

Daily Pivots for day following 28-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	782.0	776.8	752.0
R3	768.5	763.3	748.3
R2	755.3	755.3	747.0
R1	749.8	749.8	745.8	752.5
PP	741.8	741.8	741.8	743.0
S1	736.5	736.5	743.3	739.0
S2	728.3	728.3	742.3
S3	715.0	723.0	741.0
S4	701.5	709.8	737.3

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	834.3	818.0	755.3
R3	802.0	785.8	746.5
R2	769.8	769.8	743.5
R1	753.8	753.8	740.5	745.5
PP	737.5	737.5	737.5	733.5
S1	721.5	721.5	734.8	713.5
S2	705.3	705.3	731.8
S3	673.3	689.3	728.8
S4	641.0	657.0	720.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	747.0	716.8	30.2	4.1%	11.3	1.5%	92%	True	False	497
10	762.6	716.8	45.8	6.2%	11.8	1.6%	61%	False	False	310

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	2.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	804.0
2.618	782.0
1.618	768.8
1.000	760.5
0.618	755.3
HIGH	747.0
0.618	742.0
0.500	740.3
0.382	738.8
LOW	733.5
0.618	725.3
1.000	720.3
1.618	712.0
2.618	698.5
4.250	676.8

Fisher Pivots for day following 28-Aug-2008
Pivot	1 day	3 day
R1	743.3	740.3
PP	741.8	736.3
S1	740.3	732.0

Download as Excel Spreadsheet

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

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