ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 28-Oct-2008

Day Change Summary
	Previous	Current
	27-Oct-2008	28-Oct-2008	Change	Change %	Previous Week
Open	439.1	444.2	5.1	1.2%	532.4
High	439.1	444.2	5.1	1.2%	535.1
Low	439.1	444.2	5.1	1.2%	460.7
Close	439.1	483.1	44.0	10.0%	460.7
Range
ATR	25.6	24.1	-1.5	-5.7%	0.0
Volume	0	36	36		4

Daily Pivots for day following 28-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	457.3	470.3	483.0
R3	457.3	470.3	483.0
R2	457.3	457.3	483.0
R1	470.3	470.3	483.0	463.8
PP	457.3	457.3	457.3	454.0
S1	470.3	470.3	483.0	463.8
S2	457.3	457.3	483.0
S3	457.3	470.3	483.0
S4	457.3	470.3	483.0

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	708.8	659.0	501.5
R3	634.3	584.8	481.3
R2	560.0	560.0	474.3
R1	510.3	510.3	467.5	498.0
PP	485.5	485.5	485.5	479.3
S1	436.0	436.0	454.0	423.5
S2	411.0	411.0	447.0
S3	336.8	361.5	440.3
S4	262.3	287.0	419.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	504.2	439.1	65.1	13.5%	0.0	0.0%	68%	False	False	7
10	540.0	439.1	100.9	20.9%	4.0	0.8%	44%	False	False	5
20	667.0	439.1	227.9	47.2%	13.3	2.7%	19%	False	False	11

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.3

Fibonacci Retracements and Extensions
4.250	444.3
2.618	444.3
1.618	444.3
1.000	444.3
0.618	444.3
HIGH	444.3
0.618	444.3
0.500	444.3
0.382	444.3
LOW	444.3
0.618	444.3
1.000	444.3
1.618	444.3
2.618	444.3
4.250	444.3

Fisher Pivots for day following 28-Oct-2008
Pivot	1 day	3 day
R1	470.3	472.0
PP	457.3	461.0
S1	444.3	450.0

Download as Excel Spreadsheet

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

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