ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 14-Oct-2008

Day Change Summary
	Previous	Current
	13-Oct-2008	14-Oct-2008	Change	Change %	Previous Week
Open	533.0	573.6	40.6	7.6%	605.0
High	554.0	573.6	19.6	3.5%	605.0
Low	533.0	561.2	28.2	5.3%	469.0
Close	571.2	558.0	-13.2	-2.3%	520.6
Range	21.0	12.4	-8.6	-41.0%	136.0
ATR	26.8	25.7	-1.0	-3.8%	0.0
Volume	23	7	-16	-69.6%	106

Daily Pivots for day following 14-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	601.5	592.3	564.8
R3	589.0	579.8	561.5
R2	576.8	576.8	560.3
R1	567.3	567.3	559.3	565.8
PP	564.3	564.3	564.3	563.5
S1	555.0	555.0	556.8	553.5
S2	551.8	551.8	555.8
S3	539.5	542.5	554.5
S4	527.0	530.3	551.3

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	573.6	469.0	104.6	18.7%	21.0	3.8%	85%	True	False	21
10	667.0	469.0	198.0	35.5%	22.5	4.0%	45%	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	True
Stretch	1.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	626.3
2.618	606.0
1.618	593.8
1.000	586.0
0.618	581.3
HIGH	573.5
0.618	568.8
0.500	567.5
0.382	566.0
LOW	561.3
0.618	553.5
1.000	548.8
1.618	541.3
2.618	528.8
4.250	508.5

Fisher Pivots for day following 14-Oct-2008
Pivot	1 day	3 day
R1	567.5	545.8
PP	564.3	533.5
S1	561.3	521.3

Download as Excel Spreadsheet

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

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