ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 13-Oct-2008

Day Change Summary
	Previous	Current
	10-Oct-2008	13-Oct-2008	Change	Change %	Previous Week
Open	479.2	533.0	53.8	11.2%	605.0
High	513.6	554.0	40.4	7.9%	605.0
Low	469.0	533.0	64.0	13.6%	469.0
Close	520.6	571.2	50.6	9.7%	520.6
Range	44.6	21.0	-23.6	-52.9%	136.0
ATR	26.2	26.8	0.5	1.9%	0.0
Volume	23	23	0	0.0%	106

Daily Pivots for day following 13-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	615.8	614.5	582.8
R3	594.8	593.5	577.0
R2	573.8	573.8	575.0
R1	572.5	572.5	573.0	573.0
PP	552.8	552.8	552.8	553.0
S1	551.5	551.5	569.3	552.0
S2	531.8	531.8	567.3
S3	510.8	530.5	565.5
S4	489.8	509.5	559.8

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	939.5	866.0	595.5
R3	803.5	730.0	558.0
R2	667.5	667.5	545.5
R1	594.0	594.0	533.0	562.8
PP	531.5	531.5	531.5	516.0
S1	458.0	458.0	508.3	426.8
S2	395.5	395.5	495.8
S3	259.5	322.0	483.3
S4	123.5	186.0	445.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	595.0	469.0	126.0	22.1%	27.3	4.8%	81%	False	False	21
10	684.0	469.0	215.0	37.6%	23.5	4.1%	48%	False	False	18

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	1.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	643.3
2.618	609.0
1.618	588.0
1.000	575.0
0.618	567.0
HIGH	554.0
0.618	546.0
0.500	543.5
0.382	541.0
LOW	533.0
0.618	520.0
1.000	512.0
1.618	499.0
2.618	478.0
4.250	443.8

Fisher Pivots for day following 13-Oct-2008
Pivot	1 day	3 day
R1	562.0	551.3
PP	552.8	531.5
S1	543.5	511.5

Download as Excel Spreadsheet

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

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