ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 532.4 529.9 -2.5 -0.5% 533.0
High 535.1 529.9 -5.2 -1.0% 573.6
Low 528.0 529.9 1.9 0.4% 510.5
Close 547.8 533.5 -14.3 -2.6% 517.1
Range 7.1 0.0 -7.1 -100.0% 63.1
ATR 26.0 25.4 -0.6 -2.2% 0.0
Volume 0 4 4 41
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 531.0 532.3 533.5
R3 531.0 532.3 533.5
R2 531.0 531.0 533.5
R1 532.3 532.3 533.5 531.8
PP 531.0 531.0 531.0 530.8
S1 532.3 532.3 533.5 531.8
S2 531.0 531.0 533.5
S3 531.0 532.3 533.5
S4 531.0 532.3 533.5
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 723.0 683.3 551.8
R3 660.0 620.0 534.5
R2 596.8 596.8 528.8
R1 557.0 557.0 523.0 545.3
PP 533.8 533.8 533.8 528.0
S1 493.8 493.8 511.3 482.3
S2 470.8 470.8 505.5
S3 407.5 430.8 499.8
S4 344.5 367.8 482.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 540.0 510.5 29.5 5.5% 8.0 1.5% 78% False False 3
10 573.6 469.0 104.6 19.6% 14.5 2.7% 62% False False 12
20 712.5 469.0 243.5 45.6% 15.8 2.9% 26% False False 60
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 530.0
2.618 530.0
1.618 530.0
1.000 530.0
0.618 530.0
HIGH 530.0
0.618 530.0
0.500 530.0
0.382 530.0
LOW 530.0
0.618 530.0
1.000 530.0
1.618 530.0
2.618 530.0
4.250 530.0
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 532.3 531.8
PP 531.0 530.0
S1 530.0 528.0

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

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