ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 03-Sep-2008

Day Change Summary
	Previous	Current
	02-Sep-2008	03-Sep-2008	Change	Change %	Previous Week
Open	750.0	735.8	-14.2	-1.9%	729.8
High	753.0	747.6	-5.4	-0.7%	747.0
Low	731.3	735.2	3.9	0.5%	716.8
Close	738.4	741.5	3.1	0.4%	739.6
Range	21.7	12.4	-9.3	-42.9%	30.2
ATR	0.0	14.0	14.0		0.0
Volume	0	243	243		2,432

Daily Pivots for day following 03-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	778.8	772.5	748.3
R3	766.3	760.0	745.0
R2	753.8	753.8	743.8
R1	747.8	747.8	742.8	750.8
PP	741.5	741.5	741.5	743.0
S1	735.3	735.3	740.3	738.3
S2	729.0	729.0	739.3
S3	716.8	722.8	738.0
S4	704.3	710.5	734.8

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	720.1	32.9	4.4%	14.3	1.9%	65%	False	False	439
10	753.0	716.8	36.2	4.9%	11.8	1.6%	68%	False	False	332

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	2.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	800.3
2.618	780.0
1.618	767.8
1.000	760.0
0.618	755.3
HIGH	747.5
0.618	742.8
0.500	741.5
0.382	740.0
LOW	735.3
0.618	727.5
1.000	722.8
1.618	715.3
2.618	702.8
4.250	682.5

Fisher Pivots for day following 03-Sep-2008
Pivot	1 day	3 day
R1	741.5	742.3
PP	741.5	742.0
S1	741.5	741.8

Download as Excel Spreadsheet

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

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