ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 20-Oct-2008

Day Change Summary
	Previous	Current
	17-Oct-2008	20-Oct-2008	Change	Change %	Previous Week
Open	525.0	532.4	7.4	1.4%	533.0
High	525.0	535.1	10.1	1.9%	573.6
Low	521.1	528.0	6.9	1.3%	510.5
Close	517.1	547.8	30.7	5.9%	517.1
Range	3.9	7.1	3.2	82.1%	63.1
ATR	26.6	26.0	-0.6	-2.3%	0.0
Volume

Daily Pivots for day following 20-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	558.3	560.3	551.8
R3	551.3	553.0	549.8
R2	544.0	544.0	549.0
R1	546.0	546.0	548.5	545.0
PP	537.0	537.0	537.0	536.5
S1	538.8	538.8	547.3	538.0
S2	529.8	529.8	546.5
S3	522.8	531.8	545.8
S4	515.8	524.8	544.0

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	11.5%	10.5	1.9%	59%	False	False	3
10	595.0	469.0	126.0	23.0%	19.0	3.5%	63%	False	False	12

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	1.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	565.3
2.618	553.8
1.618	546.5
1.000	542.3
0.618	539.5
HIGH	535.0
0.618	532.5
0.500	531.5
0.382	530.8
LOW	528.0
0.618	523.5
1.000	521.0
1.618	516.5
2.618	509.5
4.250	497.8

Fisher Pivots for day following 20-Oct-2008
Pivot	1 day	3 day
R1	542.5	541.3
PP	537.0	534.8
S1	531.5	528.0

Download as Excel Spreadsheet

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

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