ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 09-Oct-2008

Day Change Summary
	Previous	Current
	08-Oct-2008	09-Oct-2008	Change	Change %	Previous Week
Open	547.9	487.1	-60.8	-11.1%	689.1
High	570.0	487.1	-82.9	-14.5%	689.1
Low	542.8	487.1	-55.7	-10.3%	628.8
Close	540.5	487.5	-53.0	-9.8%	616.8
Range	27.2	0.0	-27.2	-100.0%	60.3
ATR
Volume	45	7	-38	-84.4%	389

Daily Pivots for day following 09-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	487.3	487.3	487.5
R3	487.3	487.3	487.5
R2	487.3	487.3	487.5
R1	487.3	487.3	487.5	487.3
PP	487.3	487.3	487.3	487.3
S1	487.3	487.3	487.5	487.3
S2	487.3	487.3	487.5
S3	487.3	487.3	487.5
S4	487.3	487.3	487.5

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	652.8	487.1	165.7	34.0%	24.0	4.9%	0%	False	True	21
10	700.0	487.1	212.9	43.7%	17.5	3.6%	0%	False	True	80

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	487.0
2.618	487.0
1.618	487.0
1.000	487.0
0.618	487.0
HIGH	487.0
0.618	487.0
0.500	487.0
0.382	487.0
LOW	487.0
0.618	487.0
1.000	487.0
1.618	487.0
2.618	487.0
4.250	487.0

Fisher Pivots for day following 09-Oct-2008
Pivot	1 day	3 day
R1	487.3	541.0
PP	487.3	523.3
S1	487.0	505.3

Download as Excel Spreadsheet

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

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