ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 05-Nov-2008

Day Change Summary
	Previous	Current
	04-Nov-2008	05-Nov-2008	Change	Change %	Previous Week
Open	537.6	542.1	4.5	0.8%	463.9
High	554.0	546.5	-7.5	-1.4%	540.3
Low	532.4	508.2	-24.2	-4.5%	438.5
Close	543.0	515.7	-27.3	-5.0%	536.5
Range	21.6	38.3	16.7	77.3%	101.8
ATR	38.8	38.8	0.0	-0.1%	0.0
Volume	98,306	120,444	22,138	22.5%	870,925

Daily Pivots for day following 05-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	638.3	615.3	536.8
R3	600.0	577.0	526.3
R2	561.8	561.8	522.8
R1	538.8	538.8	519.3	531.0
PP	523.5	523.5	523.5	519.8
S1	500.5	500.5	512.3	492.8
S2	485.3	485.3	508.8
S3	446.8	462.3	505.3
S4	408.5	423.8	494.8

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	488.5	65.5	12.7%	27.8	5.4%	42%	False	False	152,782
10	554.0	438.5	115.5	22.4%	35.8	6.9%	67%	False	False	170,355
20	599.3	438.5	160.8	31.2%	44.8	8.7%	48%	False	False	212,859
40	765.5	438.5	327.0	63.4%	41.0	8.0%	24%	False	False	208,187

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.3
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	709.3
2.618	646.8
1.618	608.5
1.000	584.8
0.618	570.3
HIGH	546.5
0.618	531.8
0.500	527.3
0.382	522.8
LOW	508.3
0.618	484.5
1.000	470.0
1.618	446.3
2.618	408.0
4.250	345.5

Fisher Pivots for day following 05-Nov-2008
Pivot	1 day	3 day
R1	527.3	531.0
PP	523.5	526.0
S1	519.5	520.8

Download as Excel Spreadsheet

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

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