ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 517.0 547.7 30.7 5.9% 525.8
High 550.0 552.7 2.7 0.5% 599.3
Low 513.9 527.1 13.2 2.6% 481.7
Close 548.4 534.1 -14.3 -2.6% 517.7
Range 36.1 25.6 -10.5 -29.1% 117.6
ATR 44.6 43.2 -1.4 -3.0% 0.0
Volume 223,855 135,189 -88,666 -39.6% 1,443,797
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 614.8 600.0 548.3
R3 589.3 574.5 541.3
R2 563.5 563.5 538.8
R1 548.8 548.8 536.5 543.5
PP 538.0 538.0 538.0 535.3
S1 523.3 523.3 531.8 517.8
S2 512.3 512.3 529.5
S3 486.8 497.8 527.0
S4 461.3 472.0 520.0
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
5 562.0 481.7 80.3 15.0% 46.5 8.7% 65% False False 234,281
10 599.3 462.2 137.1 25.7% 54.3 10.1% 52% False False 268,094
20 713.7 462.2 251.5 47.1% 45.5 8.5% 29% False False 220,111
40 765.5 462.2 303.3 56.8% 35.8 6.7% 24% False False 162,693
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 14.0
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 661.5
2.618 619.8
1.618 594.0
1.000 578.3
0.618 568.5
HIGH 552.8
0.618 543.0
0.500 540.0
0.382 537.0
LOW 527.0
0.618 511.3
1.000 501.5
1.618 485.8
2.618 460.0
4.250 418.3
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 540.0 534.0
PP 538.0 533.8
S1 536.0 533.5

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

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