ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 711.1 697.6 -13.5 -1.9% 713.0
High 713.7 711.4 -2.3 -0.3% 765.5
Low 695.4 696.0 0.6 0.1% 666.0
Close 699.5 703.3 3.8 0.5% 750.6
Range 18.3 15.4 -2.9 -15.8% 99.5
ATR 26.4 25.7 -0.8 -3.0% 0.0
Volume 146,549 131,520 -15,029 -10.3% 1,409,538
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 749.8 742.0 711.8
R3 734.3 726.5 707.5
R2 719.0 719.0 706.0
R1 711.3 711.3 704.8 715.0
PP 703.5 703.5 703.5 705.5
S1 695.8 695.8 702.0 699.8
S2 688.3 688.3 700.5
S3 672.8 680.3 699.0
S4 657.3 665.0 694.8
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,025.8 987.8 805.3
R3 926.3 888.3 778.0
R2 826.8 826.8 768.8
R1 788.8 788.8 759.8 807.8
PP 727.3 727.3 727.3 737.0
S1 689.3 689.3 741.5 708.3
S2 627.8 627.8 732.3
S3 528.3 589.8 723.3
S4 428.8 490.3 696.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 765.5 695.4 70.1 10.0% 29.0 4.1% 11% False False 204,158
10 765.5 666.0 99.5 14.1% 33.5 4.8% 37% False False 221,017
20 765.5 666.0 99.5 14.1% 26.3 3.7% 37% False False 119,151
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.2
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 776.8
2.618 751.8
1.618 736.3
1.000 726.8
0.618 721.0
HIGH 711.5
0.618 705.5
0.500 703.8
0.382 702.0
LOW 696.0
0.618 686.5
1.000 680.5
1.618 671.0
2.618 655.8
4.250 630.5
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 703.8 711.0
PP 703.5 708.5
S1 703.5 706.0

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

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