ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 482.3 488.5 6.2 1.3% 517.0
High 506.7 518.4 11.7 2.3% 552.7
Low 474.6 488.5 13.9 2.9% 439.0
Close 486.0 516.5 30.5 6.3% 461.3
Range 32.1 29.9 -2.2 -6.9% 113.7
ATR 43.5 42.7 -0.8 -1.8% 0.0
Volume 203,047 182,188 -20,859 -10.3% 902,780
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 597.5 587.0 533.0
R3 567.5 557.0 524.8
R2 537.8 537.8 522.0
R1 527.0 527.0 519.3 532.5
PP 507.8 507.8 507.8 510.5
S1 497.3 497.3 513.8 502.5
S2 478.0 478.0 511.0
S3 448.0 467.3 508.3
S4 418.0 437.5 500.0
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
5 518.4 438.5 79.9 15.5% 39.0 7.6% 98% True False 190,380
10 554.0 438.5 115.5 22.4% 39.8 7.7% 68% False False 195,699
20 655.6 438.5 217.1 42.0% 49.3 9.5% 36% False False 229,233
40 765.5 438.5 327.0 63.3% 40.5 7.8% 24% False False 194,194
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 5.8
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 645.5
2.618 596.8
1.618 566.8
1.000 548.3
0.618 537.0
HIGH 518.5
0.618 507.0
0.500 503.5
0.382 500.0
LOW 488.5
0.618 470.0
1.000 458.5
1.618 440.0
2.618 410.3
4.250 361.5
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 512.3 503.8
PP 507.8 491.3
S1 503.5 478.5

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

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