ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 444.2 478.2 34.0 7.7% 532.4
High 444.2 499.1 54.9 12.4% 535.1
Low 444.2 478.2 34.0 7.7% 460.7
Close 483.1 484.5 1.4 0.3% 460.7
Range 0.0 20.9 20.9 74.4
ATR 24.1 23.9 -0.2 -1.0% 0.0
Volume 36 1 -35 -97.2% 4
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 550.0 538.3 496.0
R3 529.0 517.3 490.3
R2 508.3 508.3 488.3
R1 496.3 496.3 486.5 502.3
PP 487.3 487.3 487.3 490.3
S1 475.5 475.5 482.5 481.3
S2 466.3 466.3 480.8
S3 445.5 454.5 478.8
S4 424.5 433.8 473.0
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 708.8 659.0 501.5
R3 634.3 584.8 481.3
R2 560.0 560.0 474.3
R1 510.3 510.3 467.5 498.0
PP 485.5 485.5 485.5 479.3
S1 436.0 436.0 454.0 423.5
S2 411.0 411.0 447.0
S3 336.8 361.5 440.3
S4 262.3 287.0 419.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 499.1 439.1 60.0 12.4% 4.3 0.9% 76% True False 7
10 535.1 439.1 96.0 19.8% 3.3 0.7% 47% False False 4
20 667.0 439.1 227.9 47.0% 14.3 3.0% 20% False False 10
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 0.3
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 588.0
2.618 553.8
1.618 533.0
1.000 520.0
0.618 512.0
HIGH 499.0
0.618 491.0
0.500 488.8
0.382 486.3
LOW 478.3
0.618 465.3
1.000 457.3
1.618 444.5
2.618 423.5
4.250 389.5
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 488.8 479.3
PP 487.3 474.3
S1 486.0 469.0

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

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