ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 509.5 485.0 -24.5 -4.8% 517.0
High 517.3 485.1 -32.2 -6.2% 552.7
Low 464.9 439.0 -25.9 -5.6% 439.0
Close 487.0 461.3 -25.7 -5.3% 461.3
Range 52.4 46.1 -6.3 -12.0% 113.7
ATR 44.2 44.5 0.3 0.6% 0.0
Volume 169,933 232,949 63,016 37.1% 902,780
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 600.0 576.8 486.8
R3 554.0 530.8 474.0
R2 508.0 508.0 469.8
R1 484.5 484.5 465.5 473.3
PP 461.8 461.8 461.8 456.0
S1 438.5 438.5 457.0 427.0
S2 415.8 415.8 452.8
S3 369.5 392.5 448.5
S4 323.5 346.3 436.0
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 825.5 757.0 523.8
R3 711.8 643.3 492.5
R2 598.0 598.0 482.3
R1 529.8 529.8 471.8 507.0
PP 484.3 484.3 484.3 473.0
S1 416.0 416.0 451.0 393.3
S2 370.8 370.8 440.5
S3 257.0 302.3 430.0
S4 143.3 188.5 398.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 552.7 439.0 113.7 24.6% 41.5 9.0% 20% False True 180,556
10 599.3 439.0 160.3 34.7% 49.0 10.6% 14% False True 234,657
20 708.0 439.0 269.0 58.3% 50.3 10.9% 8% False True 225,612
40 765.5 439.0 326.5 70.8% 38.5 8.3% 7% False True 176,237
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 7.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 681.0
2.618 605.8
1.618 559.8
1.000 531.3
0.618 513.5
HIGH 485.0
0.618 467.5
0.500 462.0
0.382 456.5
LOW 439.0
0.618 410.5
1.000 393.0
1.618 364.5
2.618 318.3
4.250 243.0
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 462.0 489.0
PP 461.8 479.8
S1 461.5 470.5

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

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