ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 04-Nov-2008

Day Change Summary
	Previous	Current
	03-Nov-2008	04-Nov-2008	Change	Change %	Previous Week
Open	532.7	554.2	21.5	4.0%	439.1
High	532.7	554.2	21.5	4.0%	534.3
Low	532.7	530.4	-2.3	-0.4%	439.1
Close	539.2	541.3	2.1	0.4%	534.7
Range	0.0	23.8	23.8		95.2
ATR	22.4	22.5	0.1	0.4%	0.0
Volume	15	1	-14	-93.3%	60

Daily Pivots for day following 04-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	613.3	601.3	554.5
R3	589.5	577.3	547.8
R2	565.8	565.8	545.8
R1	553.5	553.5	543.5	547.8
PP	542.0	542.0	542.0	539.0
S1	529.8	529.8	539.0	524.0
S2	518.3	518.3	537.0
S3	494.3	506.0	534.8
S4	470.5	482.3	528.3

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	554.2	478.2	76.0	14.0%	15.3	2.8%	83%	True	False	8
10	554.2	439.1	115.1	21.3%	7.8	1.4%	89%	True	False	7
20	573.6	439.1	134.5	24.8%	11.0	2.1%	76%	False	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	655.3
2.618	616.5
1.618	592.8
1.000	578.0
0.618	569.0
HIGH	554.3
0.618	545.0
0.500	542.3
0.382	539.5
LOW	530.5
0.618	515.8
1.000	506.5
1.618	492.0
2.618	468.0
4.250	429.3

Fisher Pivots for day following 04-Nov-2008
Pivot	1 day	3 day
R1	542.3	539.8
PP	542.0	538.5
S1	541.8	537.0

Download as Excel Spreadsheet

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

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