ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 29-Aug-2008

Day Change Summary
	Previous	Current
	28-Aug-2008	29-Aug-2008	Change	Change %	Previous Week
Open	736.2	742.1	5.9	0.8%	729.8
High	747.0	745.6	-1.4	-0.2%	747.0
Low	733.6	736.1	2.5	0.3%	716.8
Close	744.6	739.6	-5.0	-0.7%	739.6
Range	13.4	9.5	-3.9	-29.1%	30.2
ATR
Volume	1,425	176	-1,249	-87.6%	2,432

Daily Pivots for day following 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	769.0	763.8	744.8
R3	759.5	754.3	742.3
R2	750.0	750.0	741.3
R1	744.8	744.8	740.5	742.5
PP	740.5	740.5	740.5	739.3
S1	735.3	735.3	738.8	733.0
S2	731.0	731.0	737.8
S3	721.5	725.8	737.0
S4	712.0	716.3	734.5

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	825.0	812.5	756.3
R3	794.8	782.3	748.0
R2	764.8	764.8	745.3
R1	752.3	752.3	742.3	758.5
PP	734.5	734.5	734.5	737.5
S1	722.0	722.0	736.8	728.3
S2	704.3	704.3	734.0
S3	674.0	691.8	731.3
S4	643.8	661.5	723.0

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%	11.5	1.6%	75%	False	False	486
10	753.6	716.8	36.8	5.0%	11.3	1.5%	62%	False	False	324

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	786.0
2.618	770.5
1.618	761.0
1.000	755.0
0.618	751.5
HIGH	745.5
0.618	742.0
0.500	740.8
0.382	739.8
LOW	736.0
0.618	730.3
1.000	726.5
1.618	720.8
2.618	711.3
4.250	695.8

Fisher Pivots for day following 29-Aug-2008
Pivot	1 day	3 day
R1	740.8	737.5
PP	740.5	735.5
S1	740.0	733.5

Download as Excel Spreadsheet

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

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