ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 726.8 711.1 -15.7 -2.2% 713.0
High 726.8 713.7 -13.1 -1.8% 765.5
Low 703.6 695.4 -8.2 -1.2% 666.0
Close 704.2 699.5 -4.7 -0.7% 750.6
Range 23.2 18.3 -4.9 -21.1% 99.5
ATR 27.1 26.4 -0.6 -2.3% 0.0
Volume 149,371 146,549 -2,822 -1.9% 1,409,538
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 757.8 747.0 709.5
R3 739.5 728.8 704.5
R2 721.3 721.3 702.8
R1 710.3 710.3 701.3 706.5
PP 702.8 702.8 702.8 701.0
S1 692.0 692.0 697.8 688.3
S2 684.5 684.5 696.3
S3 666.3 673.8 694.5
S4 648.0 655.5 689.5
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 14.2% 36.0 5.2% 34% False False 244,219
10 765.5 666.0 99.5 14.2% 34.3 4.9% 34% False False 222,740
20 765.5 666.0 99.5 14.2% 26.3 3.7% 34% False False 112,593
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 6.3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 791.5
2.618 761.5
1.618 743.3
1.000 732.0
0.618 725.0
HIGH 713.8
0.618 706.8
0.500 704.5
0.382 702.5
LOW 695.5
0.618 684.0
1.000 677.0
1.618 665.8
2.618 647.5
4.250 617.5
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 704.5 724.3
PP 702.8 716.0
S1 701.3 707.8

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

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