ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 539.3 492.7 -46.6 -8.6% 616.4
High 562.2 529.7 -32.5 -5.8% 616.4
Low 484.3 462.2 -22.1 -4.6% 462.2
Close 488.0 521.1 33.1 6.8% 521.1
Range 77.9 67.5 -10.4 -13.4% 154.2
ATR 37.8 39.9 2.1 5.6% 0.0
Volume 328,927 281,017 -47,910 -14.6% 1,353,543
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 706.8 681.5 558.3
R3 639.3 614.0 539.8
R2 571.8 571.8 533.5
R1 546.5 546.5 527.3 559.3
PP 504.3 504.3 504.3 510.8
S1 479.0 479.0 515.0 491.8
S2 436.8 436.8 508.8
S3 369.3 411.5 502.5
S4 301.8 344.0 484.0
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 995.8 912.8 606.0
R3 841.8 758.5 563.5
R2 687.5 687.5 549.3
R1 604.3 604.3 535.3 568.8
PP 533.3 533.3 533.3 515.5
S1 450.0 450.0 507.0 414.5
S2 379.0 379.0 492.8
S3 224.8 295.8 478.8
S4 70.8 141.8 436.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 616.4 462.2 154.2 29.6% 60.8 11.7% 38% False True 270,708
10 708.0 462.2 245.8 47.2% 51.5 9.9% 24% False True 216,567
20 765.5 462.2 303.3 58.2% 42.8 8.2% 19% False True 219,137
40 765.5 462.2 303.3 58.2% 29.0 5.6% 19% False True 117,650
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 11.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 816.5
2.618 706.5
1.618 639.0
1.000 597.3
0.618 571.5
HIGH 529.8
0.618 504.0
0.500 496.0
0.382 488.0
LOW 462.3
0.618 420.5
1.000 394.8
1.618 353.0
2.618 285.5
4.250 175.3
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 512.8 521.3
PP 504.3 521.3
S1 496.0 521.3

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

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