ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 29-Oct-2009

Day Change Summary
	Previous	Current
	28-Oct-2009	29-Oct-2009	Change	Change %	Previous Week
Open	582.0	564.4	-17.6	-3.0%	607.7
High	582.0	578.0	-4.0	-0.7%	621.0
Low	563.3	564.4	1.1	0.2%	594.8
Close	563.9	574.2	10.3	1.8%	599.1
Range	18.7	13.6	-5.1	-27.3%	26.2
ATR	13.4	13.5	0.0	0.3%	0.0
Volume	145	19	-126	-86.9%	834

Daily Pivots for day following 29-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	613.0	607.3	581.8
R3	599.5	593.5	578.0
R2	585.8	585.8	576.8
R1	580.0	580.0	575.5	583.0
PP	572.3	572.3	572.3	573.8
S1	566.5	566.5	573.0	569.3
S2	558.5	558.5	571.8
S3	545.0	552.8	570.5
S4	531.5	539.3	566.8

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	683.5	667.5	613.5
R3	657.3	641.3	606.3
R2	631.3	631.3	604.0
R1	615.3	615.3	601.5	610.0
PP	605.0	605.0	605.0	602.5
S1	589.0	589.0	596.8	583.8
S2	578.8	578.8	594.3
S3	552.5	562.8	592.0
S4	526.3	536.5	584.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	612.0	563.3	48.7	8.5%	15.8	2.7%	22%	False	False	157
10	621.0	563.3	57.7	10.0%	16.0	2.8%	19%	False	False	152
20	621.0	563.3	57.7	10.0%	12.0	2.1%	19%	False	False	95

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	635.8
2.618	613.5
1.618	600.0
1.000	591.5
0.618	586.5
HIGH	578.0
0.618	572.8
0.500	571.3
0.382	569.5
LOW	564.5
0.618	556.0
1.000	550.8
1.618	542.5
2.618	528.8
4.250	506.5

Fisher Pivots for day following 29-Oct-2009
Pivot	1 day	3 day
R1	573.3	578.8
PP	572.3	577.3
S1	571.3	575.8

Download as Excel Spreadsheet

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

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