ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 536.9 537.6 0.7 0.1% 463.9
High 545.2 554.0 8.8 1.6% 540.3
Low 532.6 532.4 -0.2 0.0% 438.5
Close 540.8 543.0 2.2 0.4% 536.5
Range 12.6 21.6 9.0 71.4% 101.8
ATR 40.1 38.8 -1.3 -3.3% 0.0
Volume 211,000 98,306 -112,694 -53.4% 870,925
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 608.0 597.0 555.0
R3 586.3 575.5 549.0
R2 564.8 564.8 547.0
R1 553.8 553.8 545.0 559.3
PP 543.3 543.3 543.3 545.8
S1 532.3 532.3 541.0 537.8
S2 521.5 521.5 539.0
S3 500.0 510.8 537.0
S4 478.3 489.0 531.0
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
5 554.0 474.6 79.4 14.6% 26.5 4.9% 86% True False 169,303
10 554.0 438.5 115.5 21.3% 36.5 6.7% 90% True False 172,396
20 599.3 438.5 160.8 29.6% 45.5 8.4% 65% False False 220,245
40 765.5 438.5 327.0 60.2% 40.5 7.5% 32% False False 205,489
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 645.8
2.618 610.5
1.618 589.0
1.000 575.5
0.618 567.3
HIGH 554.0
0.618 545.8
0.500 543.3
0.382 540.8
LOW 532.5
0.618 519.0
1.000 510.8
1.618 497.5
2.618 475.8
4.250 440.5
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 543.3 538.3
PP 543.3 533.8
S1 543.0 529.0

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

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