ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 31-Oct-2008

Day Change Summary
	Previous	Current
	30-Oct-2008	31-Oct-2008	Change	Change %	Previous Week
Open	497.1	519.8	22.7	4.6%	439.1
High	514.2	534.3	20.1	3.9%	534.3
Low	497.1	519.8	22.7	4.6%	439.1
Close	514.7	534.7	20.0	3.9%	534.7
Range	17.1	14.5	-2.6	-15.2%	95.2
ATR	24.3	24.0	-0.3	-1.4%	0.0
Volume	8	15	7	87.5%	60

Daily Pivots for day following 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	573.0	568.5	542.8
R3	558.5	554.0	538.8
R2	544.0	544.0	537.3
R1	539.5	539.5	536.0	541.8
PP	529.5	529.5	529.5	530.8
S1	525.0	525.0	533.3	527.3
S2	515.0	515.0	532.0
S3	500.5	510.5	530.8
S4	486.0	496.0	526.8

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	788.3	756.8	587.0
R3	693.0	661.5	561.0
R2	598.0	598.0	552.3
R1	566.3	566.3	543.5	582.0
PP	502.8	502.8	502.8	510.5
S1	471.0	471.0	526.0	487.0
S2	407.5	407.5	517.3
S3	312.3	376.0	508.5
S4	217.0	280.8	482.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	534.3	439.1	95.2	17.8%	10.5	2.0%	100%	True	False	12
10	535.1	439.1	96.0	18.0%	6.0	1.1%	100%	False	False	6
20	605.0	439.1	165.9	31.0%	13.3	2.5%	58%	False	False	10

Crabel Price Patterns
NR	True
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	0.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	596.0
2.618	572.3
1.618	557.8
1.000	548.8
0.618	543.3
HIGH	534.3
0.618	528.8
0.500	527.0
0.382	525.3
LOW	519.8
0.618	510.8
1.000	505.3
1.618	496.3
2.618	481.8
4.250	458.3

Fisher Pivots for day following 31-Oct-2008
Pivot	1 day	3 day
R1	532.3	525.3
PP	529.5	515.8
S1	527.0	506.3

Download as Excel Spreadsheet

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

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