ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	720.0	713.0	-7.0	-1.0%	728.3
High	725.8	718.7	-7.1	-1.0%	741.6
Low	710.2	687.7	-22.5	-3.2%	699.0
Close	723.7	691.0	-32.7	-4.5%	723.7
Range	15.6	31.0	15.4	98.7%	42.6
ATR	17.3	18.6	1.3	7.7%	0.0
Volume	148,744	129,781	-18,963	-12.7%	318,051

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	792.3	772.5	708.0
R3	761.3	741.5	699.5
R2	730.3	730.3	696.8
R1	710.5	710.5	693.8	704.8
PP	699.3	699.3	699.3	696.3
S1	679.5	679.5	688.3	673.8
S2	668.3	668.3	685.3
S3	637.3	648.5	682.5
S4	606.3	617.5	674.0

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	849.3	829.0	747.3
R3	806.8	786.5	735.5
R2	764.0	764.0	731.5
R1	743.8	743.8	727.5	732.8
PP	721.5	721.5	721.5	715.8
S1	701.3	701.3	719.8	690.0
S2	678.8	678.8	716.0
S3	636.3	658.8	712.0
S4	593.8	616.0	700.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	738.5	687.7	50.8	7.4%	24.0	3.5%	6%	False	True	89,141
10	753.0	687.7	65.3	9.5%	21.3	3.1%	5%	False	True	44,977
20	753.6	687.7	65.9	9.5%	16.3	2.4%	5%	False	True	22,650

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	850.5
2.618	799.8
1.618	768.8
1.000	749.8
0.618	737.8
HIGH	718.8
0.618	706.8
0.500	703.3
0.382	699.5
LOW	687.8
0.618	668.5
1.000	656.8
1.618	637.5
2.618	606.5
4.250	556.0

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	703.3	706.8
PP	699.3	701.5
S1	695.0	696.3

Download as Excel Spreadsheet

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

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