ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 616.4 592.6 -23.8 -3.9% 707.4
High 616.4 603.7 -12.7 -2.1% 708.0
Low 562.1 551.3 -10.8 -1.9% 614.1
Close 593.1 555.9 -37.2 -6.3% 616.4
Range 54.3 52.4 -1.9 -3.5% 93.9
ATR 32.0 33.4 1.5 4.6% 0.0
Volume 188,737 286,707 97,970 51.9% 812,135
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 727.5 694.0 584.8
R3 675.0 641.8 570.3
R2 622.8 622.8 565.5
R1 589.3 589.3 560.8 579.8
PP 570.3 570.3 570.3 565.5
S1 537.0 537.0 551.0 527.5
S2 518.0 518.0 546.3
S3 465.5 484.5 541.5
S4 413.0 432.0 527.0
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 927.8 866.0 668.0
R3 834.0 772.3 642.3
R2 740.0 740.0 633.5
R1 678.3 678.3 625.0 662.3
PP 646.3 646.3 646.3 638.3
S1 584.3 584.3 607.8 568.3
S2 552.3 552.3 599.3
S3 458.3 490.5 590.5
S4 364.5 396.5 564.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 679.9 551.3 128.6 23.1% 42.3 7.6% 4% False True 185,913
10 713.7 551.3 162.4 29.2% 37.0 6.7% 3% False True 172,128
20 765.5 551.3 214.2 38.5% 35.5 6.4% 2% False True 190,733
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 826.5
2.618 741.0
1.618 688.5
1.000 656.0
0.618 636.0
HIGH 603.8
0.618 583.8
0.500 577.5
0.382 571.3
LOW 551.3
0.618 519.0
1.000 499.0
1.618 466.5
2.618 414.0
4.250 328.5
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 577.5 603.5
PP 570.3 587.5
S1 563.0 571.8

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

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