ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 534.7 517.0 -17.7 -3.3% 525.8
High 554.0 550.0 -4.0 -0.7% 599.3
Low 513.2 513.9 0.7 0.1% 481.7
Close 517.7 548.4 30.7 5.9% 517.7
Range 40.8 36.1 -4.7 -11.5% 117.6
ATR 45.2 44.6 -0.7 -1.4% 0.0
Volume 335,259 223,855 -111,404 -33.2% 1,443,797
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 645.8 633.3 568.3
R3 609.8 597.0 558.3
R2 573.5 573.5 555.0
R1 561.0 561.0 551.8 567.3
PP 537.5 537.5 537.5 540.5
S1 524.8 524.8 545.0 531.3
S2 501.3 501.3 541.8
S3 465.3 488.8 538.5
S4 429.3 452.8 528.5
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 21.4% 53.5 9.8% 57% False False 249,817
10 603.7 462.2 141.5 25.8% 56.8 10.4% 61% False False 283,245
20 726.8 462.2 264.6 48.2% 45.5 8.3% 33% False False 220,820
40 765.5 462.2 303.3 55.3% 35.3 6.4% 28% False False 159,320
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.6
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 703.5
2.618 644.5
1.618 608.5
1.000 586.0
0.618 572.3
HIGH 550.0
0.618 536.3
0.500 532.0
0.382 527.8
LOW 514.0
0.618 491.5
1.000 477.8
1.618 455.5
2.618 419.5
4.250 360.5
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 543.0 538.3
PP 537.5 528.0
S1 532.0 517.8

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

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