ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 647.5 679.9 32.4 5.0% 742.9
High 690.7 679.9 -10.8 -1.6% 752.9
Low 647.5 661.6 14.1 2.2% 687.1
Close 678.0 674.6 -3.4 -0.5% 703.8
Range 43.2 18.3 -24.9 -57.6% 65.8
ATR 29.0 28.2 -0.8 -2.6% 0.0
Volume 231,877 164,392 -67,485 -29.1% 807,532
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 727.0 719.0 684.8
R3 708.8 700.8 679.8
R2 690.3 690.3 678.0
R1 682.5 682.5 676.3 677.3
PP 672.0 672.0 672.0 669.5
S1 664.3 664.3 673.0 659.0
S2 653.8 653.8 671.3
S3 635.5 645.8 669.5
S4 617.3 627.5 664.5
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
5 711.4 644.8 66.6 9.9% 31.8 4.7% 45% False False 161,911
10 765.5 644.8 120.7 17.9% 34.0 5.0% 25% False False 203,065
20 765.5 644.8 120.7 17.9% 30.5 4.5% 25% False False 152,961
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 3.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 757.8
2.618 727.8
1.618 709.5
1.000 698.3
0.618 691.3
HIGH 680.0
0.618 673.0
0.500 670.8
0.382 668.5
LOW 661.5
0.618 650.3
1.000 643.3
1.618 632.0
2.618 613.8
4.250 583.8
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 673.3 676.5
PP 672.0 675.8
S1 670.8 675.3

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

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