ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 697.6 701.6 4.0 0.6% 742.9
High 711.4 706.3 -5.1 -0.7% 752.9
Low 696.0 687.1 -8.9 -1.3% 687.1
Close 703.3 703.8 0.5 0.1% 703.8
Range 15.4 19.2 3.8 24.7% 65.8
ATR 25.7 25.2 -0.5 -1.8% 0.0
Volume 131,520 155,635 24,115 18.3% 807,532
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 756.8 749.5 714.3
R3 737.5 730.3 709.0
R2 718.3 718.3 707.3
R1 711.0 711.0 705.5 714.8
PP 699.0 699.0 699.0 701.0
S1 691.8 691.8 702.0 695.5
S2 679.8 679.8 700.3
S3 660.8 672.8 698.5
S4 641.5 653.5 693.3
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 912.0 873.8 740.0
R3 846.3 808.0 722.0
R2 780.5 780.5 715.8
R1 742.0 742.0 709.8 728.3
PP 714.5 714.5 714.5 707.8
S1 676.3 676.3 697.8 662.5
S2 648.8 648.8 691.8
S3 583.0 610.5 685.8
S4 517.3 544.8 667.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 752.9 687.1 65.8 9.3% 22.8 3.2% 25% False True 161,506
10 765.5 666.0 99.5 14.1% 33.8 4.8% 38% False False 221,707
20 765.5 666.0 99.5 14.1% 26.5 3.8% 38% False False 126,861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 788.0
2.618 756.5
1.618 737.3
1.000 725.5
0.618 718.3
HIGH 706.3
0.618 699.0
0.500 696.8
0.382 694.5
LOW 687.0
0.618 675.3
1.000 668.0
1.618 656.0
2.618 636.8
4.250 605.5
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 701.5 702.8
PP 699.0 701.5
S1 696.8 700.5

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

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