ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 29-Oct-2008

Day Change Summary
	Previous	Current
	28-Oct-2008	29-Oct-2008	Change	Change %	Previous Week
Open	439.8	482.3	42.5	9.7%	517.0
High	488.8	506.7	17.9	3.7%	552.7
Low	438.5	474.6	36.1	8.2%	439.0
Close	484.1	486.0	1.9	0.4%	461.3
Range	50.3	32.1	-18.2	-36.2%	113.7
ATR	44.4	43.5	-0.9	-2.0%	0.0
Volume	149,116	203,047	53,931	36.2%	902,780

Daily Pivots for day following 29-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	585.5	567.8	503.8
R3	553.3	535.8	494.8
R2	521.3	521.3	492.0
R1	503.5	503.5	489.0	512.5
PP	489.0	489.0	489.0	493.5
S1	471.5	471.5	483.0	480.3
S2	457.0	457.0	480.0
S3	425.0	439.5	477.3
S4	392.8	407.3	468.3

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	517.3	438.5	78.8	16.2%	43.5	9.0%	60%	False	False	187,929
10	554.0	438.5	115.5	23.8%	42.5	8.8%	41%	False	False	200,086
20	676.7	438.5	238.2	49.0%	50.0	10.3%	20%	False	False	226,330
40	765.5	438.5	327.0	67.3%	40.3	8.3%	15%	False	False	189,645

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	6.7
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	643.0
2.618	590.8
1.618	558.8
1.000	538.8
0.618	526.5
HIGH	506.8
0.618	494.5
0.500	490.8
0.382	486.8
LOW	474.5
0.618	454.8
1.000	442.5
1.618	422.8
2.618	390.5
4.250	338.3

Fisher Pivots for day following 29-Oct-2008
Pivot	1 day	3 day
R1	490.8	481.5
PP	489.0	477.0
S1	487.5	472.5

Download as Excel Spreadsheet

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

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