ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 701.6 707.4 5.8 0.8% 742.9
High 706.3 708.0 1.7 0.2% 752.9
Low 687.1 644.8 -42.3 -6.2% 687.1
Close 703.8 650.1 -53.7 -7.6% 703.8
Range 19.2 63.2 44.0 229.2% 65.8
ATR 25.2 27.9 2.7 10.8% 0.0
Volume 155,635 126,135 -29,500 -19.0% 807,532
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 857.3 816.8 684.8
R3 794.0 753.8 667.5
R2 730.8 730.8 661.8
R1 690.5 690.5 656.0 679.0
PP 667.8 667.8 667.8 662.0
S1 627.3 627.3 644.3 615.8
S2 604.5 604.5 638.5
S3 541.3 564.0 632.8
S4 478.0 500.8 615.3
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
5 726.8 644.8 82.0 12.6% 27.8 4.3% 6% False True 141,842
10 765.5 644.8 120.7 18.6% 37.0 5.7% 4% False True 221,342
20 765.5 644.8 120.7 18.6% 29.3 4.5% 4% False True 133,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.6
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 976.5
2.618 873.5
1.618 810.3
1.000 771.3
0.618 747.0
HIGH 708.0
0.618 683.8
0.500 676.5
0.382 669.0
LOW 644.8
0.618 605.8
1.000 581.5
1.618 542.5
2.618 479.3
4.250 376.3
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 676.5 678.0
PP 667.8 668.8
S1 658.8 659.5

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

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