ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 10-Oct-2008

Day Change Summary
	Previous	Current
	09-Oct-2008	10-Oct-2008	Change	Change %	Previous Week
Open	539.3	492.7	-46.6	-8.6%	616.4
High	562.2	529.7	-32.5	-5.8%	616.4
Low	484.3	462.2	-22.1	-4.6%	462.2
Close	488.0	521.1	33.1	6.8%	521.1
Range	77.9	67.5	-10.4	-13.4%	154.2
ATR	37.8	39.9	2.1	5.6%	0.0
Volume	328,927	281,017	-47,910	-14.6%	1,353,543

Daily Pivots for day following 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	706.8	681.5	558.3
R3	639.3	614.0	539.8
R2	571.8	571.8	533.5
R1	546.5	546.5	527.3	559.3
PP	504.3	504.3	504.3	510.8
S1	479.0	479.0	515.0	491.8
S2	436.8	436.8	508.8
S3	369.3	411.5	502.5
S4	301.8	344.0	484.0

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	995.8	912.8	606.0
R3	841.8	758.5	563.5
R2	687.5	687.5	549.3
R1	604.3	604.3	535.3	568.8
PP	533.3	533.3	533.3	515.5
S1	450.0	450.0	507.0	414.5
S2	379.0	379.0	492.8
S3	224.8	295.8	478.8
S4	70.8	141.8	436.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	616.4	462.2	154.2	29.6%	60.8	11.7%	38%	False	True	270,708
10	708.0	462.2	245.8	47.2%	51.5	9.9%	24%	False	True	216,567
20	765.5	462.2	303.3	58.2%	42.8	8.2%	19%	False	True	219,137
40	765.5	462.2	303.3	58.2%	29.0	5.6%	19%	False	True	117,650

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	11.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	816.5
2.618	706.5
1.618	639.0
1.000	597.3
0.618	571.5
HIGH	529.8
0.618	504.0
0.500	496.0
0.382	488.0
LOW	462.3
0.618	420.5
1.000	394.8
1.618	353.0
2.618	285.5
4.250	175.3

Fisher Pivots for day following 10-Oct-2008
Pivot	1 day	3 day
R1	512.8	521.3
PP	504.3	521.3
S1	496.0	521.3

Download as Excel Spreadsheet

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

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