ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 12-Oct-2009

Day Change Summary
	Previous	Current
	09-Oct-2009	12-Oct-2009	Change	Change %	Previous Week
Open	605.0	612.1	7.1	1.2%	575.3
High	610.7	616.0	5.3	0.9%	610.7
Low	602.0	608.5	6.5	1.1%	575.3
Close	609.9	609.8	-0.1	0.0%	609.9
Range	8.7	7.5	-1.2	-13.8%	35.4
ATR	10.9	10.6	-0.2	-2.2%	0.0
Volume	39	25	-14	-35.9%	123

Daily Pivots for day following 12-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	634.0	629.3	614.0
R3	626.5	621.8	611.8
R2	619.0	619.0	611.3
R1	614.3	614.3	610.5	613.0
PP	611.5	611.5	611.5	610.8
S1	606.8	606.8	609.0	605.5
S2	604.0	604.0	608.5
S3	596.5	599.3	607.8
S4	589.0	591.8	605.8

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	616.0	589.5	26.5	4.3%	7.5	1.2%	77%	True	False	25
10	616.0	572.4	43.6	7.1%	9.3	1.5%	86%	True	False	32

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	True
Stretch	2.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	648.0
2.618	635.8
1.618	628.3
1.000	623.5
0.618	620.8
HIGH	616.0
0.618	613.3
0.500	612.3
0.382	611.3
LOW	608.5
0.618	603.8
1.000	601.0
1.618	596.3
2.618	588.8
4.250	576.5

Fisher Pivots for day following 12-Oct-2009
Pivot	1 day	3 day
R1	612.3	609.3
PP	611.5	609.0
S1	610.5	608.5

Download as Excel Spreadsheet

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

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