ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 04-Nov-2008

Day Change Summary
	Previous	Current
	03-Nov-2008	04-Nov-2008	Change	Change %	Previous Week
Open	536.9	537.6	0.7	0.1%	463.9
High	545.2	554.0	8.8	1.6%	540.3
Low	532.6	532.4	-0.2	0.0%	438.5
Close	540.8	543.0	2.2	0.4%	536.5
Range	12.6	21.6	9.0	71.4%	101.8
ATR	40.1	38.8	-1.3	-3.3%	0.0
Volume	211,000	98,306	-112,694	-53.4%	870,925

Daily Pivots for day following 04-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	608.0	597.0	555.0
R3	586.3	575.5	549.0
R2	564.8	564.8	547.0
R1	553.8	553.8	545.0	559.3
PP	543.3	543.3	543.3	545.8
S1	532.3	532.3	541.0	537.8
S2	521.5	521.5	539.0
S3	500.0	510.8	537.0
S4	478.3	489.0	531.0

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	554.0	474.6	79.4	14.6%	26.5	4.9%	86%	True	False	169,303
10	554.0	438.5	115.5	21.3%	36.5	6.7%	90%	True	False	172,396
20	599.3	438.5	160.8	29.6%	45.5	8.4%	65%	False	False	220,245
40	765.5	438.5	327.0	60.2%	40.5	7.5%	32%	False	False	205,489

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	645.8
2.618	610.5
1.618	589.0
1.000	575.5
0.618	567.3
HIGH	554.0
0.618	545.8
0.500	543.3
0.382	540.8
LOW	532.5
0.618	519.0
1.000	510.8
1.618	497.5
2.618	475.8
4.250	440.5

Fisher Pivots for day following 04-Nov-2008
Pivot	1 day	3 day
R1	543.3	538.3
PP	543.3	533.8
S1	543.0	529.0

Download as Excel Spreadsheet

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

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