ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 504.2 475.6 -28.6 -5.7% 533.0
High 504.2 475.6 -28.6 -5.7% 573.6
Low 504.2 475.6 -28.6 -5.7% 510.5
Close 504.2 486.4 -17.8 -3.5% 517.1
Range
ATR 25.7 25.9 0.2 0.8% 0.0
Volume
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 479.3 482.8 486.5
R3 479.3 482.8 486.5
R2 479.3 479.3 486.5
R1 482.8 482.8 486.5 481.0
PP 479.3 479.3 479.3 478.3
S1 482.8 482.8 486.5 481.0
S2 479.3 479.3 486.5
S3 479.3 482.8 486.5
S4 479.3 482.8 486.5
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
5 535.1 475.6 59.5 12.2% 2.3 0.5% 18% False True
10 573.6 469.0 104.6 21.5% 11.8 2.4% 17% False False 6
20 700.0 469.0 231.0 47.5% 14.8 3.0% 8% False False 43
Crabel Price Patterns
NR False
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 1.3
Fibonacci Retracements and Extensions
4.250 475.5
2.618 475.5
1.618 475.5
1.000 475.5
0.618 475.5
HIGH 475.5
0.618 475.5
0.500 475.5
0.382 475.5
LOW 475.5
0.618 475.5
1.000 475.5
1.618 475.5
2.618 475.5
4.250 475.5
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 482.8 502.8
PP 479.3 497.3
S1 475.5 491.8

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

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