ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 542.1 507.3 -34.8 -6.4% 463.9
High 546.5 515.2 -31.3 -5.7% 540.3
Low 508.2 493.5 -14.7 -2.9% 438.5
Close 515.7 496.7 -19.0 -3.7% 536.5
Range 38.3 21.7 -16.6 -43.3% 101.8
ATR 38.8 37.6 -1.2 -3.1% 0.0
Volume 120,444 128,823 8,379 7.0% 870,925
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 567.0 553.5 508.8
R3 545.3 531.8 502.8
R2 523.5 523.5 500.8
R1 510.0 510.0 498.8 506.0
PP 501.8 501.8 501.8 499.8
S1 488.5 488.5 494.8 484.3
S2 480.0 480.0 492.8
S3 458.5 466.8 490.8
S4 436.8 445.0 484.8
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
5 554.0 493.5 60.5 12.2% 26.0 5.3% 5% False True 142,109
10 554.0 438.5 115.5 23.3% 32.5 6.6% 50% False False 166,244
20 599.3 438.5 160.8 32.4% 42.0 8.4% 36% False False 202,854
40 765.5 438.5 327.0 65.8% 41.0 8.3% 18% False False 207,689
Crabel Price Patterns
NR True
NR4 False
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 5.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 607.5
2.618 572.0
1.618 550.3
1.000 537.0
0.618 528.5
HIGH 515.3
0.618 507.0
0.500 504.3
0.382 501.8
LOW 493.5
0.618 480.0
1.000 471.8
1.618 458.5
2.618 436.8
4.250 401.3
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 504.3 523.8
PP 501.8 514.8
S1 499.3 505.8

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

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