ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 06-Nov-2008

Day Change Summary
	Previous	Current
	05-Nov-2008	06-Nov-2008	Change	Change %	Previous Week
Open	527.6	494.9	-32.7	-6.2%	439.1
High	528.4	494.9	-33.5	-6.3%	534.3
Low	527.0	494.9	-32.1	-6.1%	439.1
Close	513.9	494.9	-19.0	-3.7%	534.7
Range	1.4	0.0	-1.4	-100.0%	95.2
ATR	21.9	21.7	-0.2	-0.9%	0.0
Volume	15	0	-15	-100.0%	60

Daily Pivots for day following 06-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	495.0	495.0	495.0
R3	495.0	495.0	495.0
R2	495.0	495.0	495.0
R1	495.0	495.0	495.0	495.0
PP	495.0	495.0	495.0	495.0
S1	495.0	495.0	495.0	495.0
S2	495.0	495.0	495.0
S3	495.0	495.0	495.0
S4	495.0	495.0	495.0

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	494.9	59.3	12.0%	8.0	1.6%	0%	False	True	9
10	554.2	439.1	115.1	23.3%	7.8	1.6%	48%	False	False	9
20	573.6	439.1	134.5	27.2%	9.8	2.0%	41%	False	False	7

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	0.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	495.0
2.618	495.0
1.618	495.0
1.000	495.0
0.618	495.0
HIGH	495.0
0.618	495.0
0.500	495.0
0.382	495.0
LOW	495.0
0.618	495.0
1.000	495.0
1.618	495.0
2.618	495.0
4.250	495.0

Fisher Pivots for day following 06-Nov-2008
Pivot	1 day	3 day
R1	495.0	524.5
PP	495.0	514.8
S1	495.0	504.8

Download as Excel Spreadsheet

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

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