ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 20-Oct-2008

Day Change Summary
	Previous	Current
	17-Oct-2008	20-Oct-2008	Change	Change %	Previous Week
Open	534.7	517.0	-17.7	-3.3%	525.8
High	554.0	550.0	-4.0	-0.7%	599.3
Low	513.2	513.9	0.7	0.1%	481.7
Close	517.7	548.4	30.7	5.9%	517.7
Range	40.8	36.1	-4.7	-11.5%	117.6
ATR	45.2	44.6	-0.7	-1.4%	0.0
Volume	335,259	223,855	-111,404	-33.2%	1,443,797

Daily Pivots for day following 20-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	645.8	633.3	568.3
R3	609.8	597.0	558.3
R2	573.5	573.5	555.0
R1	561.0	561.0	551.8	567.3
PP	537.5	537.5	537.5	540.5
S1	524.8	524.8	545.0	531.3
S2	501.3	501.3	541.8
S3	465.3	488.8	538.5
S4	429.3	452.8	528.5

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	885.8	819.3	582.5
R3	768.0	701.8	550.0
R2	650.5	650.5	539.3
R1	584.0	584.0	528.5	558.5
PP	533.0	533.0	533.0	520.0
S1	466.5	466.5	507.0	441.0
S2	415.3	415.3	496.3
S3	297.8	349.0	485.3
S4	180.0	231.3	453.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	599.3	481.7	117.6	21.4%	53.5	9.8%	57%	False	False	249,817
10	603.7	462.2	141.5	25.8%	56.8	10.4%	61%	False	False	283,245
20	726.8	462.2	264.6	48.2%	45.5	8.3%	33%	False	False	220,820
40	765.5	462.2	303.3	55.3%	35.3	6.4%	28%	False	False	159,320

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.6
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	703.5
2.618	644.5
1.618	608.5
1.000	586.0
0.618	572.3
HIGH	550.0
0.618	536.3
0.500	532.0
0.382	527.8
LOW	514.0
0.618	491.5
1.000	477.8
1.618	455.5
2.618	419.5
4.250	360.5

Fisher Pivots for day following 20-Oct-2008
Pivot	1 day	3 day
R1	543.0	538.3
PP	537.5	528.0
S1	532.0	517.8

Download as Excel Spreadsheet

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

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