ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 672.5 639.5 -33.0 -4.9% 707.4
High 676.7 655.6 -21.1 -3.1% 708.0
Low 632.5 614.1 -18.4 -2.9% 614.1
Close 640.7 616.4 -24.3 -3.8% 616.4
Range 44.2 41.5 -2.7 -6.1% 93.9
ATR 29.4 30.2 0.9 2.9% 0.0
Volume 124,141 165,590 41,449 33.4% 812,135
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 753.3 726.3 639.3
R3 711.8 684.8 627.8
R2 670.3 670.3 624.0
R1 643.3 643.3 620.3 636.0
PP 628.8 628.8 628.8 625.0
S1 601.8 601.8 612.5 594.5
S2 587.3 587.3 608.8
S3 545.8 560.3 605.0
S4 504.3 518.8 593.5
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 927.8 866.0 668.0
R3 834.0 772.3 642.3
R2 740.0 740.0 633.5
R1 678.3 678.3 625.0 662.3
PP 646.3 646.3 646.3 638.3
S1 584.3 584.3 607.8 568.3
S2 552.3 552.3 599.3
S3 458.3 490.5 590.5
S4 364.5 396.5 564.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 708.0 614.1 93.9 15.2% 42.0 6.8% 2% False True 162,427
10 752.9 614.1 138.8 22.5% 32.3 5.3% 2% False True 161,966
20 765.5 614.1 151.4 24.6% 33.0 5.3% 2% False True 167,362
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 4.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 832.0
2.618 764.3
1.618 722.8
1.000 697.0
0.618 681.3
HIGH 655.5
0.618 639.8
0.500 634.8
0.382 630.0
LOW 614.0
0.618 588.5
1.000 572.5
1.618 547.0
2.618 505.5
4.250 437.8
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 634.8 647.0
PP 628.8 636.8
S1 622.5 626.5

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

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