ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 28-Oct-2008

Day Change Summary
	Previous	Current
	27-Oct-2008	28-Oct-2008	Change	Change %	Previous Week
Open	463.9	439.8	-24.1	-5.2%	517.0
High	475.4	488.8	13.4	2.8%	552.7
Low	438.5	438.5	0.0	0.0%	439.0
Close	440.1	484.1	44.0	10.0%	461.3
Range	36.9	50.3	13.4	36.3%	113.7
ATR	43.9	44.4	0.5	1.0%	0.0
Volume	184,600	149,116	-35,484	-19.2%	902,780

Daily Pivots for day following 28-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	621.3	603.0	511.8
R3	571.0	552.8	498.0
R2	520.8	520.8	493.3
R1	502.5	502.5	488.8	511.5
PP	470.5	470.5	470.5	475.0
S1	452.3	452.3	479.5	461.3
S2	420.3	420.3	475.0
S3	369.8	401.8	470.3
S4	319.5	351.5	456.5

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	538.8	438.5	100.3	20.7%	46.8	9.7%	45%	False	True	175,490
10	562.0	438.5	123.5	25.5%	46.5	9.6%	37%	False	True	204,886
20	679.9	438.5	241.4	49.9%	49.3	10.2%	19%	False	True	224,397
40	765.5	438.5	327.0	67.5%	39.8	8.2%	14%	False	True	184,575

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	6.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	702.5
2.618	620.5
1.618	570.3
1.000	539.0
0.618	520.0
HIGH	488.8
0.618	469.5
0.500	463.8
0.382	457.8
LOW	438.5
0.618	407.5
1.000	388.3
1.618	357.0
2.618	306.8
4.250	224.8

Fisher Pivots for day following 28-Oct-2008
Pivot	1 day	3 day
R1	477.3	477.3
PP	470.5	470.5
S1	463.8	463.8

Download as Excel Spreadsheet

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

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