ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 06-Nov-2008

Day Change Summary
	Previous	Current
	05-Nov-2008	06-Nov-2008	Change	Change %	Previous Week
Open	542.1	507.3	-34.8	-6.4%	463.9
High	546.5	515.2	-31.3	-5.7%	540.3
Low	508.2	493.5	-14.7	-2.9%	438.5
Close	515.7	496.7	-19.0	-3.7%	536.5
Range	38.3	21.7	-16.6	-43.3%	101.8
ATR	38.8	37.6	-1.2	-3.1%	0.0
Volume	120,444	128,823	8,379	7.0%	870,925

Daily Pivots for day following 06-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	567.0	553.5	508.8
R3	545.3	531.8	502.8
R2	523.5	523.5	500.8
R1	510.0	510.0	498.8	506.0
PP	501.8	501.8	501.8	499.8
S1	488.5	488.5	494.8	484.3
S2	480.0	480.0	492.8
S3	458.5	466.8	490.8
S4	436.8	445.0	484.8

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	493.5	60.5	12.2%	26.0	5.3%	5%	False	True	142,109
10	554.0	438.5	115.5	23.3%	32.5	6.6%	50%	False	False	166,244
20	599.3	438.5	160.8	32.4%	42.0	8.4%	36%	False	False	202,854
40	765.5	438.5	327.0	65.8%	41.0	8.3%	18%	False	False	207,689

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	5.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	607.5
2.618	572.0
1.618	550.3
1.000	537.0
0.618	528.5
HIGH	515.3
0.618	507.0
0.500	504.3
0.382	501.8
LOW	493.5
0.618	480.0
1.000	471.8
1.618	458.5
2.618	436.8
4.250	401.3

Fisher Pivots for day following 06-Nov-2008
Pivot	1 day	3 day
R1	504.3	523.8
PP	501.8	514.8
S1	499.3	505.8

Download as Excel Spreadsheet

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

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