ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 06-Oct-2009

Day Change Summary
	Previous	Current
	05-Oct-2009	06-Oct-2009	Change	Change %	Previous Week
Open	575.3	589.5	14.2	2.5%	594.9
High	588.0	598.8	10.8	1.8%	612.0
Low	575.3	589.5	14.2	2.5%	572.4
Close	586.7	596.6	9.9	1.7%	576.3
Range	12.7	9.3	-3.4	-26.8%	39.6
ATR
Volume	22	22	0	0.0%	189

Daily Pivots for day following 06-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	622.8	619.0	601.8
R3	613.5	609.8	599.3
R2	604.3	604.3	598.3
R1	600.5	600.5	597.5	602.3
PP	595.0	595.0	595.0	596.0
S1	591.3	591.3	595.8	593.0
S2	585.8	585.8	595.0
S3	576.3	581.8	594.0
S4	567.0	572.5	591.5

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	705.8	680.5	598.0
R3	666.0	641.0	587.3
R2	626.5	626.5	583.5
R1	601.5	601.5	580.0	594.3
PP	587.0	587.0	587.0	583.3
S1	561.8	561.8	572.8	554.5
S2	547.3	547.3	569.0
S3	507.8	522.3	565.5
S4	468.0	482.5	554.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	606.3	572.4	33.9	5.7%	11.8	2.0%	71%	False	False	39
10	621.6	572.4	49.2	8.2%	11.3	1.9%	49%	False	False	63

Crabel Price Patterns
NR	True
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	1.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	638.3
2.618	623.3
1.618	613.8
1.000	608.0
0.618	604.5
HIGH	598.8
0.618	595.3
0.500	594.3
0.382	593.0
LOW	589.5
0.618	583.8
1.000	580.3
1.618	574.5
2.618	565.3
4.250	550.0

Fisher Pivots for day following 06-Oct-2009
Pivot	1 day	3 day
R1	595.8	593.0
PP	595.0	589.3
S1	594.3	585.5

Download as Excel Spreadsheet

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

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