ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 07-Oct-2008

Day Change Summary
	Previous	Current
	06-Oct-2008	07-Oct-2008	Change	Change %	Previous Week
Open	605.0	594.9	-10.1	-1.7%	689.1
High	605.0	595.0	-10.0	-1.7%	689.1
Low	580.0	551.7	-28.3	-4.9%	628.8
Close	593.7	555.7	-38.0	-6.4%	616.8
Range	25.0	43.3	18.3	73.2%	60.3
ATR
Volume	24	7	-17	-70.8%	389

Daily Pivots for day following 07-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	697.3	669.8	579.5
R3	654.0	626.5	567.5
R2	610.8	610.8	563.8
R1	583.3	583.3	559.8	575.3
PP	567.5	567.5	567.5	563.5
S1	540.0	540.0	551.8	532.0
S2	524.3	524.3	547.8
S3	480.8	496.8	543.8
S4	437.5	453.3	532.0

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	825.8	781.5	650.0
R3	765.5	721.3	633.5
R2	705.3	705.3	627.8
R1	661.0	661.0	622.3	653.0
PP	645.0	645.0	645.0	641.0
S1	600.8	600.8	611.3	592.8
S2	584.5	584.5	605.8
S3	524.3	540.5	600.3
S4	464.0	480.0	583.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	667.0	551.7	115.3	20.7%	23.8	4.3%	3%	False	True	16
10	712.5	551.7	160.8	28.9%	16.8	3.0%	2%	False	True	108

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	779.0
2.618	708.3
1.618	665.0
1.000	638.3
0.618	621.8
HIGH	595.0
0.618	578.5
0.500	573.3
0.382	568.3
LOW	551.8
0.618	525.0
1.000	508.5
1.618	481.8
2.618	438.3
4.250	367.8

Fisher Pivots for day following 07-Oct-2008
Pivot	1 day	3 day
R1	573.3	602.3
PP	567.5	586.8
S1	561.5	571.3

Download as Excel Spreadsheet

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

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