ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 519.8 532.7 12.9 2.5% 439.1
High 534.3 532.7 -1.6 -0.3% 534.3
Low 519.8 532.7 12.9 2.5% 439.1
Close 534.7 539.2 4.5 0.8% 534.7
Range 14.5 0.0 -14.5 -100.0% 95.2
ATR 24.0 22.4 -1.6 -6.5% 0.0
Volume 15 15 0 0.0% 60
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 534.8 537.0 539.3
R3 534.8 537.0 539.3
R2 534.8 534.8 539.3
R1 537.0 537.0 539.3 536.0
PP 534.8 534.8 534.8 534.3
S1 537.0 537.0 539.3 536.0
S2 534.8 534.8 539.3
S3 534.8 537.0 539.3
S4 534.8 537.0 539.3
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 788.3 756.8 587.0
R3 693.0 661.5 561.0
R2 598.0 598.0 552.3
R1 566.3 566.3 543.5 582.0
PP 502.8 502.8 502.8 510.5
S1 471.0 471.0 526.0 487.0
S2 407.5 407.5 517.3
S3 312.3 376.0 508.5
S4 217.0 280.8 482.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 534.3 444.2 90.1 16.7% 10.5 1.9% 105% False False 15
10 534.3 439.1 95.2 17.7% 5.3 1.0% 105% False False 7
20 595.0 439.1 155.9 28.9% 12.0 2.2% 64% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 532.8
2.618 532.8
1.618 532.8
1.000 532.8
0.618 532.8
HIGH 532.8
0.618 532.8
0.500 532.8
0.382 532.8
LOW 532.8
0.618 532.8
1.000 532.8
1.618 532.8
2.618 532.8
4.250 532.8
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 537.0 531.3
PP 534.8 523.5
S1 532.8 515.8

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

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