ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 529.9 504.2 -25.7 -4.8% 533.0
High 529.9 504.2 -25.7 -4.8% 573.6
Low 529.9 504.2 -25.7 -4.8% 510.5
Close 533.5 504.2 -29.3 -5.5% 517.1
Range
ATR 25.4 25.7 0.3 1.1% 0.0
Volume 4 0 -4 -100.0% 41
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 504.3 504.3 504.3
R3 504.3 504.3 504.3
R2 504.3 504.3 504.3
R1 504.3 504.3 504.3 504.3
PP 504.3 504.3 504.3 504.3
S1 504.3 504.3 504.3 504.3
S2 504.3 504.3 504.3
S3 504.3 504.3 504.3
S4 504.3 504.3 504.3
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
5 535.1 504.2 30.9 6.1% 2.3 0.4% 0% False True
10 573.6 469.0 104.6 20.7% 11.8 2.4% 34% False False 7
20 712.5 469.0 243.5 48.3% 15.3 3.0% 14% False False 59
Crabel Price Patterns
NR False
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 False
Stretch 1.3
Fibonacci Retracements and Extensions
4.250 504.3
2.618 504.3
1.618 504.3
1.000 504.3
0.618 504.3
HIGH 504.3
0.618 504.3
0.500 504.3
0.382 504.3
LOW 504.3
0.618 504.3
1.000 504.3
1.618 504.3
2.618 504.3
4.250 504.3
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 504.3 519.8
PP 504.3 514.5
S1 504.3 509.3

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

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