ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 16-Oct-2009

Day Change Summary
	Previous	Current
	15-Oct-2009	16-Oct-2009	Change	Change %	Previous Week
Open	618.5	620.0	1.5	0.2%	612.1
High	619.7	621.0	1.3	0.2%	621.0
Low	614.9	608.0	-6.9	-1.1%	602.1
Close	618.1	612.0	-6.1	-1.0%	612.0
Range	4.8	13.0	8.2	170.8%	18.9
ATR	10.5	10.6	0.2	1.7%	0.0
Volume	76	14	-62	-81.6%	151

Daily Pivots for day following 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	652.8	645.3	619.3
R3	639.8	632.3	615.5
R2	626.8	626.8	614.5
R1	619.3	619.3	613.3	616.5
PP	613.8	613.8	613.8	612.3
S1	606.3	606.3	610.8	603.5
S2	600.8	600.8	609.5
S3	587.8	593.3	608.5
S4	574.8	580.3	604.8

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	668.5	659.0	622.5
R3	649.5	640.3	617.3
R2	630.5	630.5	615.5
R1	621.3	621.3	613.8	616.5
PP	611.8	611.8	611.8	609.3
S1	602.5	602.5	610.3	597.5
S2	592.8	592.8	608.5
S3	574.0	583.5	606.8
S4	555.0	564.5	601.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	621.0	602.1	18.9	3.1%	9.0	1.5%	52%	True	False	30
10	621.0	575.3	45.7	7.5%	8.8	1.4%	80%	True	False	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.7
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	676.3
2.618	655.0
1.618	642.0
1.000	634.0
0.618	629.0
HIGH	621.0
0.618	616.0
0.500	614.5
0.382	613.0
LOW	608.0
0.618	600.0
1.000	595.0
1.618	587.0
2.618	574.0
4.250	552.8

Fisher Pivots for day following 16-Oct-2009
Pivot	1 day	3 day
R1	614.5	614.5
PP	613.8	613.8
S1	612.8	612.8

Download as Excel Spreadsheet

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

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