ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 14-Oct-2009

Day Change Summary
	Previous	Current
	13-Oct-2009	14-Oct-2009	Change	Change %	Previous Week
Open	602.1	614.5	12.4	2.1%	575.3
High	614.5	619.6	5.1	0.8%	610.7
Low	602.1	612.0	9.9	1.6%	575.3
Close	607.0	617.8	10.8	1.8%	609.9
Range	12.4	7.6	-4.8	-38.7%	35.4
ATR	10.8	10.9	0.1	1.2%	0.0
Volume	16	20	4	25.0%	123

Daily Pivots for day following 14-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	639.3	636.3	622.0
R3	631.8	628.5	620.0
R2	624.0	624.0	619.3
R1	621.0	621.0	618.5	622.5
PP	616.5	616.5	616.5	617.3
S1	613.3	613.3	617.0	615.0
S2	608.8	608.8	616.5
S3	601.3	605.8	615.8
S4	593.8	598.3	613.5

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	619.6	601.0	18.6	3.0%	8.8	1.4%	90%	True	False	23
10	619.6	572.4	47.2	7.6%	9.5	1.5%	96%	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	False
Stretch	1.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	652.0
2.618	639.5
1.618	632.0
1.000	627.3
0.618	624.3
HIGH	619.5
0.618	616.8
0.500	615.8
0.382	615.0
LOW	612.0
0.618	607.3
1.000	604.5
1.618	599.8
2.618	592.0
4.250	579.8

Fisher Pivots for day following 14-Oct-2009
Pivot	1 day	3 day
R1	617.3	615.5
PP	616.5	613.3
S1	615.8	610.8

Download as Excel Spreadsheet

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

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