ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 13-Oct-2009

Day Change Summary
	Previous	Current
	12-Oct-2009	13-Oct-2009	Change	Change %	Previous Week
Open	612.1	602.1	-10.0	-1.6%	575.3
High	616.0	614.5	-1.5	-0.2%	610.7
Low	608.5	602.1	-6.4	-1.1%	575.3
Close	609.8	607.0	-2.8	-0.5%	609.9
Range	7.5	12.4	4.9	65.3%	35.4
ATR	10.6	10.8	0.1	1.2%	0.0
Volume	25	16	-9	-36.0%	123

Daily Pivots for day following 13-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	645.0	638.5	613.8
R3	632.8	626.0	610.5
R2	620.3	620.3	609.3
R1	613.8	613.8	608.3	617.0
PP	607.8	607.8	607.8	609.5
S1	601.3	601.3	605.8	604.5
S2	595.5	595.5	604.8
S3	583.0	588.8	603.5
S4	570.8	576.5	600.3

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	595.0	21.0	3.5%	8.3	1.3%	57%	False	False	24
10	616.0	572.4	43.6	7.2%	10.0	1.6%	79%	False	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	667.3
2.618	647.0
1.618	634.5
1.000	627.0
0.618	622.3
HIGH	614.5
0.618	609.8
0.500	608.3
0.382	606.8
LOW	602.0
0.618	594.5
1.000	589.8
1.618	582.0
2.618	569.8
4.250	549.5

Fisher Pivots for day following 13-Oct-2009
Pivot	1 day	3 day
R1	608.3	609.0
PP	607.8	608.3
S1	607.5	607.8

Download as Excel Spreadsheet

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

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