ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 23-Oct-2008

Day Change Summary
	Previous	Current
	22-Oct-2008	23-Oct-2008	Change	Change %	Previous Week
Open	504.2	475.6	-28.6	-5.7%	533.0
High	504.2	475.6	-28.6	-5.7%	573.6
Low	504.2	475.6	-28.6	-5.7%	510.5
Close	504.2	486.4	-17.8	-3.5%	517.1
Range
ATR	25.7	25.9	0.2	0.8%	0.0
Volume

Daily Pivots for day following 23-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	479.3	482.8	486.5
R3	479.3	482.8	486.5
R2	479.3	479.3	486.5
R1	482.8	482.8	486.5	481.0
PP	479.3	479.3	479.3	478.3
S1	482.8	482.8	486.5	481.0
S2	479.3	479.3	486.5
S3	479.3	482.8	486.5
S4	479.3	482.8	486.5

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	535.1	475.6	59.5	12.2%	2.3	0.5%	18%	False	True
10	573.6	469.0	104.6	21.5%	11.8	2.4%	17%	False	False	6
20	700.0	469.0	231.0	47.5%	14.8	3.0%	8%	False	False	43

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	475.5
2.618	475.5
1.618	475.5
1.000	475.5
0.618	475.5
HIGH	475.5
0.618	475.5
0.500	475.5
0.382	475.5
LOW	475.5
0.618	475.5
1.000	475.5
1.618	475.5
2.618	475.5
4.250	475.5

Fisher Pivots for day following 23-Oct-2008
Pivot	1 day	3 day
R1	482.8	502.8
PP	479.3	497.3
S1	475.5	491.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols