ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 531.6 525.0 -6.6 -1.2% 533.0
High 531.6 525.0 -6.6 -1.2% 573.6
Low 531.6 521.1 -10.5 -2.0% 510.5
Close 531.6 517.1 -14.5 -2.7% 517.1
Range 0.0 3.9 3.9 63.1
ATR 27.8 26.6 -1.2 -4.4% 0.0
Volume
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 532.8 528.8 519.3
R3 528.8 525.0 518.3
R2 525.0 525.0 517.8
R1 521.0 521.0 517.5 521.0
PP 521.0 521.0 521.0 521.0
S1 517.3 517.3 516.8 517.3
S2 517.3 517.3 516.5
S3 513.3 513.3 516.0
S4 509.3 509.3 515.0
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 723.0 683.3 551.8
R3 660.0 620.0 534.5
R2 596.8 596.8 528.8
R1 557.0 557.0 523.0 545.3
PP 533.8 533.8 533.8 528.0
S1 493.8 493.8 511.3 482.3
S2 470.8 470.8 505.5
S3 407.5 430.8 499.8
S4 344.5 367.8 482.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 573.6 510.5 63.1 12.2% 13.3 2.6% 10% False False 8
10 605.0 469.0 136.0 26.3% 20.8 4.0% 35% False False 14
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 2 trading days
Fibonacci Retracements and Extensions
4.250 541.5
2.618 535.3
1.618 531.3
1.000 529.0
0.618 527.5
HIGH 525.0
0.618 523.5
0.500 523.0
0.382 522.5
LOW 521.0
0.618 518.8
1.000 517.3
1.618 514.8
2.618 511.0
4.250 504.5
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 523.0 525.3
PP 521.0 522.5
S1 519.0 519.8

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

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