ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 13-Oct-2008

Day Change Summary
	Previous	Current
	10-Oct-2008	13-Oct-2008	Change	Change %	Previous Week
Open	492.7	525.8	33.1	6.7%	616.4
High	529.7	576.8	47.1	8.9%	616.4
Low	462.2	525.8	63.6	13.8%	462.2
Close	521.1	571.7	50.6	9.7%	521.1
Range	67.5	51.0	-16.5	-24.4%	154.2
ATR	39.9	41.1	1.1	2.8%	0.0
Volume	281,017	418,565	137,548	48.9%	1,353,543

Daily Pivots for day following 13-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	711.0	692.5	599.8
R3	660.0	641.5	585.8
R2	609.0	609.0	581.0
R1	590.5	590.5	576.5	599.8
PP	558.0	558.0	558.0	562.8
S1	539.5	539.5	567.0	548.8
S2	507.0	507.0	562.3
S3	456.0	488.5	557.8
S4	405.0	437.5	543.8

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	603.7	462.2	141.5	24.8%	60.3	10.5%	77%	False	False	316,674
10	690.7	462.2	228.5	40.0%	50.3	8.8%	48%	False	False	245,810
20	765.5	462.2	303.3	53.1%	43.8	7.6%	36%	False	False	233,576
40	765.5	462.2	303.3	53.1%	30.0	5.2%	36%	False	False	128,113

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	11.0
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	793.5
2.618	710.3
1.618	659.3
1.000	627.8
0.618	608.3
HIGH	576.8
0.618	557.3
0.500	551.3
0.382	545.3
LOW	525.8
0.618	494.3
1.000	474.8
1.618	443.3
2.618	392.3
4.250	309.0

Fisher Pivots for day following 13-Oct-2008
Pivot	1 day	3 day
R1	565.0	554.3
PP	558.0	537.0
S1	551.3	519.5

Download as Excel Spreadsheet

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

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