ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 31-Oct-2008

Day Change Summary
	Previous	Current
	30-Oct-2008	31-Oct-2008	Change	Change %	Previous Week
Open	488.5	515.0	26.5	5.4%	463.9
High	518.4	540.3	21.9	4.2%	540.3
Low	488.5	504.0	15.5	3.2%	438.5
Close	516.5	536.5	20.0	3.9%	536.5
Range	29.9	36.3	6.4	21.4%	101.8
ATR	42.7	42.2	-0.5	-1.1%	0.0
Volume	182,188	151,974	-30,214	-16.6%	870,925

Daily Pivots for day following 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	635.8	622.5	556.5
R3	599.5	586.3	546.5
R2	563.3	563.3	543.3
R1	549.8	549.8	539.8	556.5
PP	527.0	527.0	527.0	530.3
S1	513.5	513.5	533.3	520.3
S2	490.8	490.8	529.8
S3	454.3	477.3	526.5
S4	418.0	441.0	516.5

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	810.5	775.3	592.5
R3	708.8	673.5	564.5
R2	607.0	607.0	555.3
R1	571.8	571.8	545.8	589.3
PP	505.0	505.0	505.0	514.0
S1	470.0	470.0	527.3	487.5
S2	403.3	403.3	517.8
S3	301.5	368.0	508.5
S4	199.8	266.3	480.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	540.3	438.5	101.8	19.0%	37.0	6.9%	96%	True	False	174,185
10	552.7	438.5	114.2	21.3%	39.3	7.3%	86%	False	False	177,370
20	616.4	438.5	177.9	33.2%	49.0	9.1%	55%	False	False	228,552
40	765.5	438.5	327.0	61.0%	41.0	7.6%	30%	False	False	197,957

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	5.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	694.5
2.618	635.3
1.618	599.0
1.000	576.5
0.618	562.8
HIGH	540.3
0.618	526.5
0.500	522.3
0.382	517.8
LOW	504.0
0.618	481.5
1.000	467.8
1.618	445.3
2.618	409.0
4.250	349.8

Fisher Pivots for day following 31-Oct-2008
Pivot	1 day	3 day
R1	531.8	526.8
PP	527.0	517.3
S1	522.3	507.5

Download as Excel Spreadsheet

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

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