ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 491.0 534.7 43.7 8.9% 525.8
High 539.1 554.0 14.9 2.8% 599.3
Low 481.7 513.2 31.5 6.5% 481.7
Close 531.8 517.7 -14.1 -2.7% 517.7
Range 57.4 40.8 -16.6 -28.9% 117.6
ATR 45.6 45.2 -0.3 -0.7% 0.0
Volume 226,067 335,259 109,192 48.3% 1,443,797
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 650.8 625.0 540.3
R3 610.0 584.3 529.0
R2 569.0 569.0 525.3
R1 543.5 543.5 521.5 535.8
PP 528.3 528.3 528.3 524.5
S1 502.5 502.5 514.0 495.0
S2 487.5 487.5 510.3
S3 446.8 461.8 506.5
S4 406.0 421.0 495.3
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 885.8 819.3 582.5
R3 768.0 701.8 550.0
R2 650.5 650.5 539.3
R1 584.0 584.0 528.5 558.5
PP 533.0 533.0 533.0 520.0
S1 466.5 466.5 507.0 441.0
S2 415.3 415.3 496.3
S3 297.8 349.0 485.3
S4 180.0 231.3 453.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 599.3 481.7 117.6 22.7% 56.5 10.9% 31% False False 288,759
10 616.4 462.2 154.2 29.8% 58.8 11.3% 36% False False 279,734
20 752.9 462.2 290.7 56.2% 45.5 8.8% 19% False False 220,850
40 765.5 462.2 303.3 58.6% 34.5 6.7% 18% False False 153,730
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14.3
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 727.5
2.618 660.8
1.618 620.0
1.000 594.8
0.618 579.3
HIGH 554.0
0.618 538.5
0.500 533.5
0.382 528.8
LOW 513.3
0.618 488.0
1.000 472.5
1.618 447.3
2.618 406.5
4.250 339.8
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 533.5 521.8
PP 528.3 520.5
S1 523.0 519.0

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

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