ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 553.0 491.0 -62.0 -11.2% 616.4
High 562.0 539.1 -22.9 -4.1% 616.4
Low 489.6 481.7 -7.9 -1.6% 462.2
Close 496.7 531.8 35.1 7.1% 521.1
Range 72.4 57.4 -15.0 -20.7% 154.2
ATR 44.6 45.6 0.9 2.0% 0.0
Volume 251,038 226,067 -24,971 -9.9% 1,353,543
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 689.8 668.3 563.3
R3 632.3 610.8 547.5
R2 575.0 575.0 542.3
R1 553.3 553.3 537.0 564.3
PP 517.5 517.5 517.5 523.0
S1 496.0 496.0 526.5 506.8
S2 460.3 460.3 521.3
S3 402.8 438.5 516.0
S4 345.3 381.3 500.3
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 25.8% 62.0 11.6% 51% False False 277,911
10 655.6 462.2 193.4 36.4% 58.8 11.0% 36% False False 262,767
20 765.5 462.2 303.3 57.0% 46.0 8.7% 23% False False 222,532
40 765.5 462.2 303.3 57.0% 33.8 6.3% 23% False False 145,353
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 14.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 783.0
2.618 689.3
1.618 632.0
1.000 596.5
0.618 574.5
HIGH 539.0
0.618 517.3
0.500 510.5
0.382 503.8
LOW 481.8
0.618 446.3
1.000 424.3
1.618 388.8
2.618 331.5
4.250 237.8
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 524.8 540.5
PP 517.5 537.5
S1 510.5 534.8

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

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