ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 639.5 616.4 -23.1 -3.6% 707.4
High 655.6 616.4 -39.2 -6.0% 708.0
Low 614.1 562.1 -52.0 -8.5% 614.1
Close 616.4 593.1 -23.3 -3.8% 616.4
Range 41.5 54.3 12.8 30.8% 93.9
ATR 30.2 32.0 1.7 5.7% 0.0
Volume 165,590 188,737 23,147 14.0% 812,135
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 753.5 727.5 623.0
R3 699.3 673.3 608.0
R2 644.8 644.8 603.0
R1 619.0 619.0 598.0 604.8
PP 590.5 590.5 590.5 583.5
S1 564.8 564.8 588.0 550.5
S2 536.3 536.3 583.3
S3 482.0 510.3 578.3
S4 427.8 456.0 563.3
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
5 690.7 562.1 128.6 21.7% 40.3 6.8% 24% False True 174,947
10 726.8 562.1 164.7 27.8% 34.0 5.7% 19% False True 158,394
20 765.5 562.1 203.4 34.3% 34.5 5.8% 15% False True 176,693
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 847.3
2.618 758.5
1.618 704.3
1.000 670.8
0.618 650.0
HIGH 616.5
0.618 595.8
0.500 589.3
0.382 582.8
LOW 562.0
0.618 528.5
1.000 507.8
1.618 474.3
2.618 420.0
4.250 331.3
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 591.8 619.5
PP 590.5 610.8
S1 589.3 601.8

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

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