ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 553.6 539.3 -14.3 -2.6% 707.4
High 580.3 562.2 -18.1 -3.1% 708.0
Low 528.4 484.3 -44.1 -8.3% 614.1
Close 540.7 488.0 -52.7 -9.7% 616.4
Range 51.9 77.9 26.0 50.1% 93.9
ATR 34.7 37.8 3.1 8.9% 0.0
Volume 268,155 328,927 60,772 22.7% 812,135
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 745.3 694.5 530.8
R3 667.3 616.5 509.5
R2 589.5 589.5 502.3
R1 538.8 538.8 495.3 525.0
PP 511.5 511.5 511.5 504.8
S1 460.8 460.8 480.8 447.3
S2 433.5 433.5 473.8
S3 355.8 383.0 466.5
S4 277.8 305.0 445.3
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
5 655.6 484.3 171.3 35.1% 55.5 11.4% 2% False True 247,623
10 708.0 484.3 223.7 45.8% 46.5 9.6% 2% False True 204,029
20 765.5 484.3 281.2 57.6% 40.0 8.2% 1% False True 212,523
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.5
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 893.3
2.618 766.3
1.618 688.3
1.000 640.0
0.618 610.3
HIGH 562.3
0.618 532.5
0.500 523.3
0.382 514.0
LOW 484.3
0.618 436.3
1.000 406.5
1.618 358.3
2.618 280.3
4.250 153.3
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 523.3 544.0
PP 511.5 525.3
S1 499.8 506.8

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

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