ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 27-Oct-2008

Day Change Summary
	Previous	Current
	24-Oct-2008	27-Oct-2008	Change	Change %	Previous Week
Open	485.0	463.9	-21.1	-4.4%	517.0
High	485.1	475.4	-9.7	-2.0%	552.7
Low	439.0	438.5	-0.5	-0.1%	439.0
Close	461.3	440.1	-21.2	-4.6%	461.3
Range	46.1	36.9	-9.2	-20.0%	113.7
ATR	44.5	43.9	-0.5	-1.2%	0.0
Volume	232,949	184,600	-48,349	-20.8%	902,780

Daily Pivots for day following 27-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	562.0	538.0	460.5
R3	525.3	501.0	450.3
R2	488.3	488.3	446.8
R1	464.3	464.3	443.5	457.8
PP	451.3	451.3	451.3	448.0
S1	427.3	427.3	436.8	420.8
S2	414.5	414.5	433.3
S3	377.5	390.3	430.0
S4	340.8	353.5	419.8

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	825.5	757.0	523.8
R3	711.8	643.3	492.5
R2	598.0	598.0	482.3
R1	529.8	529.8	471.8	507.0
PP	484.3	484.3	484.3	473.0
S1	416.0	416.0	451.0	393.3
S2	370.8	370.8	440.5
S3	257.0	302.3	430.0
S4	143.3	188.5	398.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	552.7	438.5	114.2	25.9%	41.8	9.5%	1%	False	True	172,705
10	599.3	438.5	160.8	36.5%	47.8	10.8%	1%	False	True	211,261
20	690.7	438.5	252.2	57.3%	49.0	11.1%	1%	False	True	228,536
40	765.5	438.5	327.0	74.3%	39.0	8.9%	0%	False	True	180,847

Crabel Price Patterns
NR	True
NR4	True
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	8.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	632.3
2.618	572.0
1.618	535.0
1.000	512.3
0.618	498.3
HIGH	475.5
0.618	461.3
0.500	457.0
0.382	452.5
LOW	438.5
0.618	415.8
1.000	401.5
1.618	378.8
2.618	342.0
4.250	281.8

Fisher Pivots for day following 27-Oct-2008
Pivot	1 day	3 day
R1	457.0	478.0
PP	451.3	465.3
S1	445.8	452.8

Download as Excel Spreadsheet

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

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