ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 09-Sep-2008

Day Change Summary
	Previous	Current
	08-Sep-2008	09-Sep-2008	Change	Change %	Previous Week
Open	728.3	732.6	4.3	0.6%	750.0
High	741.6	738.5	-3.1	-0.4%	753.0
Low	722.3	705.7	-16.6	-2.3%	701.6
Close	733.7	708.6	-25.1	-3.4%	717.8
Range	19.3	32.8	13.5	69.9%	51.4
ATR	15.7	16.9	1.2	7.8%	0.0
Volume	2,127	5,898	3,771	177.3%	1,941

Daily Pivots for day following 09-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	816.0	795.0	726.8
R3	783.3	762.3	717.5
R2	750.5	750.5	714.5
R1	729.5	729.5	711.5	723.5
PP	717.5	717.5	717.5	714.5
S1	696.8	696.8	705.5	690.8
S2	684.8	684.8	702.5
S3	652.0	664.0	699.5
S4	619.3	631.0	690.5

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	878.3	849.5	746.0
R3	827.0	798.0	732.0
R2	775.5	775.5	727.3
R1	746.8	746.8	722.5	735.5
PP	724.3	724.3	724.3	718.5
S1	695.3	695.3	713.0	684.0
S2	672.8	672.8	708.5
S3	621.3	643.8	703.8
S4	570.0	592.5	689.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	747.6	701.6	46.0	6.5%	20.8	2.9%	15%	False	False	1,993
10	753.0	701.6	51.4	7.3%	17.3	2.4%	14%	False	False	1,212

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	3.0
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	878.0
2.618	824.3
1.618	791.5
1.000	771.3
0.618	758.8
HIGH	738.5
0.618	726.0
0.500	722.0
0.382	718.3
LOW	705.8
0.618	685.5
1.000	673.0
1.618	652.8
2.618	619.8
4.250	566.3

Fisher Pivots for day following 09-Sep-2008
Pivot	1 day	3 day
R1	722.0	721.5
PP	717.5	717.3
S1	713.0	713.0

Download as Excel Spreadsheet

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

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