ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 14-Oct-2008

Day Change Summary
	Previous	Current
	13-Oct-2008	14-Oct-2008	Change	Change %	Previous Week
Open	525.8	583.5	57.7	11.0%	616.4
High	576.8	599.3	22.5	3.9%	616.4
Low	525.8	538.0	12.2	2.3%	462.2
Close	571.7	558.2	-13.5	-2.4%	521.1
Range	51.0	61.3	10.3	20.2%	154.2
ATR	41.1	42.5	1.4	3.5%	0.0
Volume	418,565	212,868	-205,697	-49.1%	1,353,543

Daily Pivots for day following 14-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	749.0	715.0	592.0
R3	687.8	653.8	575.0
R2	626.5	626.5	569.5
R1	592.3	592.3	563.8	578.8
PP	565.3	565.3	565.3	558.5
S1	531.0	531.0	552.5	517.5
S2	503.8	503.8	547.0
S3	442.5	469.8	541.3
S4	381.3	408.5	524.5

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	599.3	462.2	137.1	24.6%	62.0	11.1%	70%	True	False	301,906
10	679.9	462.2	217.7	39.0%	52.0	9.3%	44%	False	False	243,909
20	765.5	462.2	303.3	54.3%	44.8	8.0%	32%	False	False	231,846
40	765.5	462.2	303.3	54.3%	31.0	5.6%	32%	False	False	133,433

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	12.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	859.8
2.618	759.8
1.618	698.5
1.000	660.5
0.618	637.3
HIGH	599.3
0.618	576.0
0.500	568.8
0.382	561.5
LOW	538.0
0.618	500.0
1.000	476.8
1.618	438.8
2.618	377.5
4.250	277.5

Fisher Pivots for day following 14-Oct-2008
Pivot	1 day	3 day
R1	568.8	549.0
PP	565.3	540.0
S1	561.8	530.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols