ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 488.5 515.0 26.5 5.4% 463.9
High 518.4 540.3 21.9 4.2% 540.3
Low 488.5 504.0 15.5 3.2% 438.5
Close 516.5 536.5 20.0 3.9% 536.5
Range 29.9 36.3 6.4 21.4% 101.8
ATR 42.7 42.2 -0.5 -1.1% 0.0
Volume 182,188 151,974 -30,214 -16.6% 870,925
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 635.8 622.5 556.5
R3 599.5 586.3 546.5
R2 563.3 563.3 543.3
R1 549.8 549.8 539.8 556.5
PP 527.0 527.0 527.0 530.3
S1 513.5 513.5 533.3 520.3
S2 490.8 490.8 529.8
S3 454.3 477.3 526.5
S4 418.0 441.0 516.5
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 810.5 775.3 592.5
R3 708.8 673.5 564.5
R2 607.0 607.0 555.3
R1 571.8 571.8 545.8 589.3
PP 505.0 505.0 505.0 514.0
S1 470.0 470.0 527.3 487.5
S2 403.3 403.3 517.8
S3 301.5 368.0 508.5
S4 199.8 266.3 480.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 540.3 438.5 101.8 19.0% 37.0 6.9% 96% True False 174,185
10 552.7 438.5 114.2 21.3% 39.3 7.3% 86% False False 177,370
20 616.4 438.5 177.9 33.2% 49.0 9.1% 55% False False 228,552
40 765.5 438.5 327.0 61.0% 41.0 7.6% 30% False False 197,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 694.5
2.618 635.3
1.618 599.0
1.000 576.5
0.618 562.8
HIGH 540.3
0.618 526.5
0.500 522.3
0.382 517.8
LOW 504.0
0.618 481.5
1.000 467.8
1.618 445.3
2.618 409.0
4.250 349.8
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 531.8 526.8
PP 527.0 517.3
S1 522.3 507.5

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

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