ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 525.8 583.5 57.7 11.0% 616.4
High 576.8 599.3 22.5 3.9% 616.4
Low 525.8 538.0 12.2 2.3% 462.2
Close 571.7 558.2 -13.5 -2.4% 521.1
Range 51.0 61.3 10.3 20.2% 154.2
ATR 41.1 42.5 1.4 3.5% 0.0
Volume 418,565 212,868 -205,697 -49.1% 1,353,543
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 749.0 715.0 592.0
R3 687.8 653.8 575.0
R2 626.5 626.5 569.5
R1 592.3 592.3 563.8 578.8
PP 565.3 565.3 565.3 558.5
S1 531.0 531.0 552.5 517.5
S2 503.8 503.8 547.0
S3 442.5 469.8 541.3
S4 381.3 408.5 524.5
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
5 599.3 462.2 137.1 24.6% 62.0 11.1% 70% True False 301,906
10 679.9 462.2 217.7 39.0% 52.0 9.3% 44% False False 243,909
20 765.5 462.2 303.3 54.3% 44.8 8.0% 32% False False 231,846
40 765.5 462.2 303.3 54.3% 31.0 5.6% 32% False False 133,433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 859.8
2.618 759.8
1.618 698.5
1.000 660.5
0.618 637.3
HIGH 599.3
0.618 576.0
0.500 568.8
0.382 561.5
LOW 538.0
0.618 500.0
1.000 476.8
1.618 438.8
2.618 377.5
4.250 277.5
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 568.8 549.0
PP 565.3 540.0
S1 561.8 530.8

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

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