ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 21-Oct-2008

Day Change Summary
	Previous	Current
	20-Oct-2008	21-Oct-2008	Change	Change %	Previous Week
Open	532.4	529.9	-2.5	-0.5%	533.0
High	535.1	529.9	-5.2	-1.0%	573.6
Low	528.0	529.9	1.9	0.4%	510.5
Close	547.8	533.5	-14.3	-2.6%	517.1
Range	7.1	0.0	-7.1	-100.0%	63.1
ATR	26.0	25.4	-0.6	-2.2%	0.0
Volume	0	4	4		41

Daily Pivots for day following 21-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	531.0	532.3	533.5
R3	531.0	532.3	533.5
R2	531.0	531.0	533.5
R1	532.3	532.3	533.5	531.8
PP	531.0	531.0	531.0	530.8
S1	532.3	532.3	533.5	531.8
S2	531.0	531.0	533.5
S3	531.0	532.3	533.5
S4	531.0	532.3	533.5

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	540.0	510.5	29.5	5.5%	8.0	1.5%	78%	False	False	3
10	573.6	469.0	104.6	19.6%	14.5	2.7%	62%	False	False	12
20	712.5	469.0	243.5	45.6%	15.8	2.9%	26%	False	False	60

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	530.0
2.618	530.0
1.618	530.0
1.000	530.0
0.618	530.0
HIGH	530.0
0.618	530.0
0.500	530.0
0.382	530.0
LOW	530.0
0.618	530.0
1.000	530.0
1.618	530.0
2.618	530.0
4.250	530.0

Fisher Pivots for day following 21-Oct-2008
Pivot	1 day	3 day
R1	532.3	531.8
PP	531.0	530.0
S1	530.0	528.0

Download as Excel Spreadsheet

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

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