ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 714.8 742.9 28.1 3.9% 713.0
High 765.5 752.9 -12.6 -1.6% 765.5
Low 714.8 715.7 0.9 0.1% 666.0
Close 750.6 719.1 -31.5 -4.2% 750.6
Range 50.7 37.2 -13.5 -26.6% 99.5
ATR 26.6 27.4 0.8 2.8% 0.0
Volume 368,896 224,457 -144,439 -39.2% 1,409,538
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 840.8 817.3 739.5
R3 803.8 780.0 729.3
R2 766.5 766.5 726.0
R1 742.8 742.8 722.5 736.0
PP 729.3 729.3 729.3 725.8
S1 705.5 705.5 715.8 698.8
S2 692.0 692.0 712.3
S3 654.8 668.3 708.8
S4 617.8 631.3 698.8
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 13.8% 46.3 6.4% 53% False False 300,842
10 765.5 666.0 99.5 13.8% 35.3 4.9% 53% False False 194,991
20 765.5 666.0 99.5 13.8% 25.3 3.5% 53% False False 97,820
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 911.0
2.618 850.3
1.618 813.0
1.000 790.0
0.618 776.0
HIGH 753.0
0.618 738.8
0.500 734.3
0.382 730.0
LOW 715.8
0.618 692.8
1.000 678.5
1.618 655.5
2.618 618.3
4.250 557.5
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 734.3 718.0
PP 729.3 716.8
S1 724.3 715.8

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

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