ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 583.5 553.0 -30.5 -5.2% 616.4
High 599.3 562.0 -37.3 -6.2% 616.4
Low 538.0 489.6 -48.4 -9.0% 462.2
Close 558.2 496.7 -61.5 -11.0% 521.1
Range 61.3 72.4 11.1 18.1% 154.2
ATR 42.5 44.6 2.1 5.0% 0.0
Volume 212,868 251,038 38,170 17.9% 1,353,543
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 733.3 687.5 536.5
R3 661.0 615.0 516.5
R2 588.5 588.5 510.0
R1 542.5 542.5 503.3 529.3
PP 516.0 516.0 516.0 509.5
S1 470.3 470.3 490.0 457.0
S2 443.8 443.8 483.5
S3 371.3 397.8 476.8
S4 299.0 325.5 457.0
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
5 599.3 462.2 137.1 27.6% 66.0 13.3% 25% False False 298,483
10 676.7 462.2 214.5 43.2% 57.5 11.6% 16% False False 252,574
20 765.5 462.2 303.3 61.1% 45.8 9.2% 11% False False 227,820
40 765.5 462.2 303.3 61.1% 32.5 6.6% 11% False False 139,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 13.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 869.8
2.618 751.5
1.618 679.3
1.000 634.5
0.618 606.8
HIGH 562.0
0.618 534.3
0.500 525.8
0.382 517.3
LOW 489.5
0.618 444.8
1.000 417.3
1.618 372.5
2.618 300.0
4.250 182.0
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 525.8 544.5
PP 516.0 528.5
S1 506.5 512.5

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

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