ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 16-Oct-2008

Day Change Summary
	Previous	Current
	15-Oct-2008	16-Oct-2008	Change	Change %	Previous Week
Open	553.0	491.0	-62.0	-11.2%	616.4
High	562.0	539.1	-22.9	-4.1%	616.4
Low	489.6	481.7	-7.9	-1.6%	462.2
Close	496.7	531.8	35.1	7.1%	521.1
Range	72.4	57.4	-15.0	-20.7%	154.2
ATR	44.6	45.6	0.9	2.0%	0.0
Volume	251,038	226,067	-24,971	-9.9%	1,353,543

Daily Pivots for day following 16-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	689.8	668.3	563.3
R3	632.3	610.8	547.5
R2	575.0	575.0	542.3
R1	553.3	553.3	537.0	564.3
PP	517.5	517.5	517.5	523.0
S1	496.0	496.0	526.5	506.8
S2	460.3	460.3	521.3
S3	402.8	438.5	516.0
S4	345.3	381.3	500.3

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	25.8%	62.0	11.6%	51%	False	False	277,911
10	655.6	462.2	193.4	36.4%	58.8	11.0%	36%	False	False	262,767
20	765.5	462.2	303.3	57.0%	46.0	8.7%	23%	False	False	222,532
40	765.5	462.2	303.3	57.0%	33.8	6.3%	23%	False	False	145,353

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	14.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	783.0
2.618	689.3
1.618	632.0
1.000	596.5
0.618	574.5
HIGH	539.0
0.618	517.3
0.500	510.5
0.382	503.8
LOW	481.8
0.618	446.3
1.000	424.3
1.618	388.8
2.618	331.5
4.250	237.8

Fisher Pivots for day following 16-Oct-2008
Pivot	1 day	3 day
R1	524.8	540.5
PP	517.5	537.5
S1	510.5	534.8

Download as Excel Spreadsheet

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

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