ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 699.7 715.1 15.4 2.2% 728.3
High 715.2 721.2 6.0 0.8% 741.6
Low 675.0 669.0 -6.0 -0.9% 699.0
Close 712.9 676.4 -36.5 -5.1% 723.7
Range 40.2 52.2 12.0 29.9% 42.6
ATR 20.2 22.5 2.3 11.3% 0.0
Volume 247,474 331,563 84,089 34.0% 318,051
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 845.5 813.3 705.0
R3 793.3 761.0 690.8
R2 741.0 741.0 686.0
R1 708.8 708.8 681.3 698.8
PP 688.8 688.8 688.8 684.0
S1 656.5 656.5 671.5 646.5
S2 636.8 636.8 666.8
S3 584.5 604.3 662.0
S4 532.3 552.3 647.8
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 849.3 829.0 747.3
R3 806.8 786.5 735.5
R2 764.0 764.0 731.5
R1 743.8 743.8 727.5 732.8
PP 721.5 721.5 721.5 715.8
S1 701.3 701.3 719.8 690.0
S2 678.8 678.8 716.0
S3 636.3 658.8 712.0
S4 593.8 616.0 700.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725.8 669.0 56.8 8.4% 32.5 4.8% 13% False True 201,261
10 741.6 669.0 72.6 10.7% 27.3 4.0% 10% False True 102,856
20 753.0 669.0 84.0 12.4% 19.5 2.9% 9% False True 51,594
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 6.2
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 943.0
2.618 857.8
1.618 805.8
1.000 773.5
0.618 753.5
HIGH 721.3
0.618 701.3
0.500 695.0
0.382 689.0
LOW 669.0
0.618 636.8
1.000 616.8
1.618 584.5
2.618 532.3
4.250 447.3
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 695.0 695.0
PP 688.8 688.8
S1 682.8 682.8

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

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