ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 605.0 594.9 -10.1 -1.7% 689.1
High 605.0 595.0 -10.0 -1.7% 689.1
Low 580.0 551.7 -28.3 -4.9% 628.8
Close 593.7 555.7 -38.0 -6.4% 616.8
Range 25.0 43.3 18.3 73.2% 60.3
ATR
Volume 24 7 -17 -70.8% 389
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 697.3 669.8 579.5
R3 654.0 626.5 567.5
R2 610.8 610.8 563.8
R1 583.3 583.3 559.8 575.3
PP 567.5 567.5 567.5 563.5
S1 540.0 540.0 551.8 532.0
S2 524.3 524.3 547.8
S3 480.8 496.8 543.8
S4 437.5 453.3 532.0
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 825.8 781.5 650.0
R3 765.5 721.3 633.5
R2 705.3 705.3 627.8
R1 661.0 661.0 622.3 653.0
PP 645.0 645.0 645.0 641.0
S1 600.8 600.8 611.3 592.8
S2 584.5 584.5 605.8
S3 524.3 540.5 600.3
S4 464.0 480.0 583.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667.0 551.7 115.3 20.7% 23.8 4.3% 3% False True 16
10 712.5 551.7 160.8 28.9% 16.8 3.0% 2% False True 108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 779.0
2.618 708.3
1.618 665.0
1.000 638.3
0.618 621.8
HIGH 595.0
0.618 578.5
0.500 573.3
0.382 568.3
LOW 551.8
0.618 525.0
1.000 508.5
1.618 481.8
2.618 438.3
4.250 367.8
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 573.3 602.3
PP 567.5 586.8
S1 561.5 571.3

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

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