ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 485.0 463.9 -21.1 -4.4% 517.0
High 485.1 475.4 -9.7 -2.0% 552.7
Low 439.0 438.5 -0.5 -0.1% 439.0
Close 461.3 440.1 -21.2 -4.6% 461.3
Range 46.1 36.9 -9.2 -20.0% 113.7
ATR 44.5 43.9 -0.5 -1.2% 0.0
Volume 232,949 184,600 -48,349 -20.8% 902,780
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 562.0 538.0 460.5
R3 525.3 501.0 450.3
R2 488.3 488.3 446.8
R1 464.3 464.3 443.5 457.8
PP 451.3 451.3 451.3 448.0
S1 427.3 427.3 436.8 420.8
S2 414.5 414.5 433.3
S3 377.5 390.3 430.0
S4 340.8 353.5 419.8
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
5 552.7 438.5 114.2 25.9% 41.8 9.5% 1% False True 172,705
10 599.3 438.5 160.8 36.5% 47.8 10.8% 1% False True 211,261
20 690.7 438.5 252.2 57.3% 49.0 11.1% 1% False True 228,536
40 765.5 438.5 327.0 74.3% 39.0 8.9% 0% False True 180,847
Crabel Price Patterns
NR True
NR4 True
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 8.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 632.3
2.618 572.0
1.618 535.0
1.000 512.3
0.618 498.3
HIGH 475.5
0.618 461.3
0.500 457.0
0.382 452.5
LOW 438.5
0.618 415.8
1.000 401.5
1.618 378.8
2.618 342.0
4.250 281.8
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 457.0 478.0
PP 451.3 465.3
S1 445.8 452.8

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

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