ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 537.6 542.1 4.5 0.8% 463.9
High 554.0 546.5 -7.5 -1.4% 540.3
Low 532.4 508.2 -24.2 -4.5% 438.5
Close 543.0 515.7 -27.3 -5.0% 536.5
Range 21.6 38.3 16.7 77.3% 101.8
ATR 38.8 38.8 0.0 -0.1% 0.0
Volume 98,306 120,444 22,138 22.5% 870,925
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 638.3 615.3 536.8
R3 600.0 577.0 526.3
R2 561.8 561.8 522.8
R1 538.8 538.8 519.3 531.0
PP 523.5 523.5 523.5 519.8
S1 500.5 500.5 512.3 492.8
S2 485.3 485.3 508.8
S3 446.8 462.3 505.3
S4 408.5 423.8 494.8
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
5 554.0 488.5 65.5 12.7% 27.8 5.4% 42% False False 152,782
10 554.0 438.5 115.5 22.4% 35.8 6.9% 67% False False 170,355
20 599.3 438.5 160.8 31.2% 44.8 8.7% 48% False False 212,859
40 765.5 438.5 327.0 63.4% 41.0 8.0% 24% False False 208,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 709.3
2.618 646.8
1.618 608.5
1.000 584.8
0.618 570.3
HIGH 546.5
0.618 531.8
0.500 527.3
0.382 522.8
LOW 508.3
0.618 484.5
1.000 470.0
1.618 446.3
2.618 408.0
4.250 345.5
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 527.3 531.0
PP 523.5 526.0
S1 519.5 520.8

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

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