ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 27-Oct-2011

Day Change Summary
	Previous	Current
	26-Oct-2011	27-Oct-2011	Change	Change %	Previous Week
Open	718.4	739.0	20.6	2.9%	694.7
High	721.2	765.1	43.9	6.1%	707.4
Low	700.1	739.0	38.9	5.6%	689.3
Close	719.3	759.8	40.5	5.6%	707.4
Range	21.1	26.1	5.0	23.7%	18.1
ATR	13.3	15.6	2.3	17.5%	0.0
Volume	46	3	-43	-93.5%	8

Daily Pivots for day following 27-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	833.0	822.5	774.3
R3	806.8	796.3	767.0
R2	780.8	780.8	764.5
R1	770.3	770.3	762.3	775.5
PP	754.8	754.8	754.8	757.3
S1	744.3	744.3	757.5	749.5
S2	728.5	728.5	755.0
S3	702.5	718.0	752.5
S4	676.3	692.0	745.5

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	755.8	749.8	717.3
R3	737.5	731.5	712.5
R2	719.5	719.5	710.8
R1	713.5	713.5	709.0	716.5
PP	701.3	701.3	701.3	703.0
S1	695.3	695.3	705.8	698.3
S2	683.3	683.3	704.0
S3	665.3	677.3	702.5
S4	647.0	659.3	697.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	765.1	700.1	65.0	8.6%	13.0	1.7%	92%	True	False	15
10	765.1	689.3	75.8	10.0%	6.8	0.9%	93%	True	False	8
20	765.1	599.4	165.7	21.8%	3.8	0.5%	97%	True	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 32 trading days

Fibonacci Retracements and Extensions
4.250	876.0
2.618	833.5
1.618	807.3
1.000	791.3
0.618	781.3
HIGH	765.0
0.618	755.3
0.500	752.0
0.382	749.0
LOW	739.0
0.618	722.8
1.000	713.0
1.618	696.8
2.618	670.8
4.250	628.0

Fisher Pivots for day following 27-Oct-2011
Pivot	1 day	3 day
R1	757.3	750.8
PP	754.8	741.8
S1	752.0	732.5

Download as Excel Spreadsheet

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

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