ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	742.1	750.0	7.9	1.1%	729.8
High	745.6	753.0	7.4	1.0%	747.0
Low	736.1	731.3	-4.8	-0.7%	716.8
Close	739.6	738.4	-1.2	-0.2%	739.6
Range	9.5	21.7	12.2	128.4%	30.2
ATR
Volume	176	0	-176	-100.0%	2,432

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	806.0	794.0	750.3
R3	784.3	772.3	744.3
R2	762.5	762.5	742.5
R1	750.5	750.5	740.5	745.8
PP	741.0	741.0	741.0	738.5
S1	728.8	728.8	736.5	724.0
S2	719.3	719.3	734.5
S3	697.5	707.0	732.5
S4	675.8	685.5	726.5

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	753.0	716.8	36.2	4.9%	13.8	1.8%	60%	True	False	432
10	753.0	716.8	36.2	4.9%	12.0	1.6%	60%	True	False	316

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	845.3
2.618	809.8
1.618	788.0
1.000	774.8
0.618	766.5
HIGH	753.0
0.618	744.8
0.500	742.3
0.382	739.5
LOW	731.3
0.618	718.0
1.000	709.5
1.618	696.3
2.618	674.5
4.250	639.0

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	742.3	742.3
PP	741.0	741.0
S1	739.8	739.8

Download as Excel Spreadsheet

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

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