ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 680.5 714.8 34.3 5.0% 713.0
High 717.2 765.5 48.3 6.7% 765.5
Low 666.0 714.8 48.8 7.3% 666.0
Close 711.7 750.6 38.9 5.5% 750.6
Range 51.2 50.7 -0.5 -1.0% 99.5
ATR 24.5 26.6 2.1 8.5% 0.0
Volume 331,824 368,896 37,072 11.2% 1,409,538
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 895.8 873.8 778.5
R3 845.0 823.3 764.5
R2 794.3 794.3 760.0
R1 772.5 772.5 755.3 783.5
PP 743.8 743.8 743.8 749.0
S1 721.8 721.8 746.0 732.8
S2 693.0 693.0 741.3
S3 642.3 671.0 736.8
S4 591.5 620.3 722.8
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,025.8 987.8 805.3
R3 926.3 888.3 778.0
R2 826.8 826.8 768.8
R1 788.8 788.8 759.8 807.8
PP 727.3 727.3 727.3 737.0
S1 689.3 689.3 741.5 708.3
S2 627.8 627.8 732.3
S3 528.3 589.8 723.3
S4 428.8 490.3 696.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 765.5 666.0 99.5 13.3% 45.0 6.0% 85% True False 281,907
10 765.5 666.0 99.5 13.3% 33.5 4.4% 85% True False 172,758
20 765.5 666.0 99.5 13.3% 23.8 3.2% 85% True False 86,609
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 7.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 981.0
2.618 898.3
1.618 847.5
1.000 816.3
0.618 796.8
HIGH 765.5
0.618 746.3
0.500 740.3
0.382 734.3
LOW 714.8
0.618 683.5
1.000 664.0
1.618 632.8
2.618 582.0
4.250 499.3
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 747.0 739.0
PP 743.8 727.3
S1 740.3 715.8

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

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