ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 04-Sep-2008

Day Change Summary
	Previous	Current
	03-Sep-2008	04-Sep-2008	Change	Change %	Previous Week
Open	735.8	737.4	1.6	0.2%	729.8
High	747.6	737.4	-10.2	-1.4%	747.0
Low	735.2	715.2	-20.0	-2.7%	716.8
Close	741.5	719.0	-22.5	-3.0%	739.6
Range	12.4	22.2	9.8	79.0%	30.2
ATR	14.0	14.9	0.9	6.2%	0.0
Volume	243	256	13	5.3%	2,432

Daily Pivots for day following 04-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	790.5	777.0	731.3
R3	768.3	754.8	725.0
R2	746.0	746.0	723.0
R1	732.5	732.5	721.0	728.3
PP	723.8	723.8	723.8	721.8
S1	710.3	710.3	717.0	706.0
S2	701.8	701.8	715.0
S3	679.5	688.3	713.0
S4	657.3	666.0	706.8

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	715.2	37.8	5.3%	15.8	2.2%	10%	False	True	420
10	753.0	715.2	37.8	5.3%	13.0	1.8%	10%	False	True	335

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.9
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	831.8
2.618	795.5
1.618	773.3
1.000	759.5
0.618	751.0
HIGH	737.5
0.618	729.0
0.500	726.3
0.382	723.8
LOW	715.3
0.618	701.5
1.000	693.0
1.618	679.3
2.618	657.0
4.250	620.8

Fisher Pivots for day following 04-Sep-2008
Pivot	1 day	3 day
R1	726.3	734.0
PP	723.8	729.0
S1	721.5	724.0

Download as Excel Spreadsheet

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

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