ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 536.5 509.5 -27.0 -5.0% 525.8
High 538.8 517.3 -21.5 -4.0% 599.3
Low 490.9 464.9 -26.0 -5.3% 481.7
Close 504.8 487.0 -17.8 -3.5% 517.7
Range 47.9 52.4 4.5 9.4% 117.6
ATR 43.5 44.2 0.6 1.5% 0.0
Volume 140,854 169,933 29,079 20.6% 1,443,797
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 647.0 619.3 515.8
R3 594.5 567.0 501.5
R2 542.3 542.3 496.5
R1 514.5 514.5 491.8 502.3
PP 489.8 489.8 489.8 483.5
S1 462.3 462.3 482.3 449.8
S2 437.3 437.3 477.5
S3 385.0 409.8 472.5
S4 332.5 357.3 458.3
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
5 554.0 464.9 89.1 18.3% 40.5 8.3% 25% False True 201,018
10 599.3 462.2 137.1 28.2% 51.3 10.5% 18% False False 239,464
20 708.0 462.2 245.8 50.5% 49.0 10.0% 10% False False 221,747
40 765.5 462.2 303.3 62.3% 37.5 7.7% 8% False False 170,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 740.0
2.618 654.5
1.618 602.0
1.000 569.8
0.618 549.8
HIGH 517.3
0.618 497.3
0.500 491.0
0.382 485.0
LOW 465.0
0.618 432.5
1.000 412.5
1.618 380.0
2.618 327.8
4.250 242.3
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 491.0 508.8
PP 489.8 501.5
S1 488.3 494.3

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

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