ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 15-Oct-2008

Day Change Summary
	Previous	Current
	14-Oct-2008	15-Oct-2008	Change	Change %	Previous Week
Open	573.6	540.0	-33.6	-5.9%	605.0
High	573.6	540.0	-33.6	-5.9%	605.0
Low	561.2	510.5	-50.7	-9.0%	469.0
Close	558.0	496.5	-61.5	-11.0%	520.6
Range	12.4	29.5	17.1	137.9%	136.0
ATR	25.7	27.3	1.6	6.0%	0.0
Volume	7	11	4	57.1%	106

Daily Pivots for day following 15-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	604.3	579.8	512.8
R3	574.8	550.3	504.5
R2	545.3	545.3	502.0
R1	520.8	520.8	499.3	518.3
PP	515.8	515.8	515.8	514.5
S1	491.3	491.3	493.8	488.8
S2	486.3	486.3	491.0
S3	456.8	461.8	488.5
S4	427.3	432.3	480.3

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	21.1%	21.5	4.3%	26%	False	False	14
10	667.0	469.0	198.0	39.9%	25.5	5.1%	14%	False	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	665.5
2.618	617.3
1.618	587.8
1.000	569.5
0.618	558.3
HIGH	540.0
0.618	528.8
0.500	525.3
0.382	521.8
LOW	510.5
0.618	492.3
1.000	481.0
1.618	462.8
2.618	433.3
4.250	385.0

Fisher Pivots for day following 15-Oct-2008
Pivot	1 day	3 day
R1	525.3	542.0
PP	515.8	526.8
S1	506.0	511.8

Download as Excel Spreadsheet

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

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