ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 09-Oct-2009

Day Change Summary
	Previous	Current
	08-Oct-2009	09-Oct-2009	Change	Change %	Previous Week
Open	605.0	605.0	0.0	0.0%	575.3
High	608.6	610.7	2.1	0.3%	610.7
Low	601.0	602.0	1.0	0.2%	575.3
Close	604.6	609.9	5.3	0.9%	609.9
Range	7.6	8.7	1.1	14.5%	35.4
ATR	0.0	10.9	10.9		0.0
Volume	16	39	23	143.8%	123

Daily Pivots for day following 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	633.8	630.5	614.8
R3	625.0	621.8	612.3
R2	616.3	616.3	611.5
R1	613.0	613.0	610.8	614.8
PP	607.5	607.5	607.5	608.3
S1	604.3	604.3	609.0	606.0
S2	598.8	598.8	608.3
S3	590.3	595.8	607.5
S4	581.5	587.0	605.0

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	704.8	692.8	629.3
R3	669.5	657.3	619.8
R2	634.0	634.0	616.5
R1	622.0	622.0	613.3	628.0
PP	598.8	598.8	598.8	601.8
S1	586.5	586.5	606.8	592.5
S2	563.3	563.3	603.5
S3	527.8	551.3	600.3
S4	492.5	515.8	590.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	610.7	575.3	35.4	5.8%	8.5	1.4%	98%	True	False	24
10	612.0	572.4	39.6	6.5%	10.0	1.6%	95%	False	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	647.8
2.618	633.5
1.618	624.8
1.000	619.5
0.618	616.0
HIGH	610.8
0.618	607.5
0.500	606.3
0.382	605.3
LOW	602.0
0.618	596.5
1.000	593.3
1.618	588.0
2.618	579.3
4.250	565.0

Fisher Pivots for day following 09-Oct-2009
Pivot	1 day	3 day
R1	608.8	607.5
PP	607.5	605.3
S1	606.3	602.8

Download as Excel Spreadsheet

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

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