ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 742.9 726.8 -16.1 -2.2% 713.0
High 752.9 726.8 -26.1 -3.5% 765.5
Low 715.7 703.6 -12.1 -1.7% 666.0
Close 719.1 704.2 -14.9 -2.1% 750.6
Range 37.2 23.2 -14.0 -37.6% 99.5
ATR 27.4 27.1 -0.3 -1.1% 0.0
Volume 224,457 149,371 -75,086 -33.5% 1,409,538
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 781.3 765.8 717.0
R3 758.0 742.8 710.5
R2 734.8 734.8 708.5
R1 719.5 719.5 706.3 715.5
PP 711.5 711.5 711.5 709.5
S1 696.3 696.3 702.0 692.3
S2 688.3 688.3 700.0
S3 665.3 673.0 697.8
S4 642.0 649.8 691.5
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 14.1% 43.0 6.1% 38% False False 281,222
10 765.5 666.0 99.5 14.1% 34.3 4.9% 38% False False 209,339
20 765.5 666.0 99.5 14.1% 25.8 3.7% 38% False False 105,275
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.8
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 825.5
2.618 787.5
1.618 764.3
1.000 750.0
0.618 741.3
HIGH 726.8
0.618 718.0
0.500 715.3
0.382 712.5
LOW 703.5
0.618 689.3
1.000 680.5
1.618 666.0
2.618 642.8
4.250 605.0
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 715.3 734.5
PP 711.5 724.5
S1 707.8 714.3

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

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