ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 573.6 540.0 -33.6 -5.9% 605.0
High 573.6 540.0 -33.6 -5.9% 605.0
Low 561.2 510.5 -50.7 -9.0% 469.0
Close 558.0 496.5 -61.5 -11.0% 520.6
Range 12.4 29.5 17.1 137.9% 136.0
ATR 25.7 27.3 1.6 6.0% 0.0
Volume 7 11 4 57.1% 106
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 604.3 579.8 512.8
R3 574.8 550.3 504.5
R2 545.3 545.3 502.0
R1 520.8 520.8 499.3 518.3
PP 515.8 515.8 515.8 514.5
S1 491.3 491.3 493.8 488.8
S2 486.3 486.3 491.0
S3 456.8 461.8 488.5
S4 427.3 432.3 480.3
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 939.5 866.0 595.5
R3 803.5 730.0 558.0
R2 667.5 667.5 545.5
R1 594.0 594.0 533.0 562.8
PP 531.5 531.5 531.5 516.0
S1 458.0 458.0 508.3 426.8
S2 395.5 395.5 495.8
S3 259.5 322.0 483.3
S4 123.5 186.0 445.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 573.6 469.0 104.6 21.1% 21.5 4.3% 26% False False 14
10 667.0 469.0 198.0 39.9% 25.5 5.1% 14% False False 17
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 1.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 665.5
2.618 617.3
1.618 587.8
1.000 569.5
0.618 558.3
HIGH 540.0
0.618 528.8
0.500 525.3
0.382 521.8
LOW 510.5
0.618 492.3
1.000 481.0
1.618 462.8
2.618 433.3
4.250 385.0
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 525.3 542.0
PP 515.8 526.8
S1 506.0 511.8

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

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