ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 21-Oct-2009

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	620.2	606.0	-14.2	-2.3%	612.1
High	620.3	619.5	-0.8	-0.1%	621.0
Low	607.0	595.3	-11.7	-1.9%	602.1
Close	611.5	600.2	-11.3	-1.8%	612.0
Range	13.3	24.2	10.9	82.0%	18.9
ATR	11.0	12.0	0.9	8.6%	0.0
Volume	19	347	328	1,726.3%	151

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	677.5	663.0	613.5
R3	653.5	639.0	606.8
R2	629.3	629.3	604.8
R1	614.8	614.8	602.5	609.8
PP	605.0	605.0	605.0	602.5
S1	590.5	590.5	598.0	585.8
S2	580.8	580.8	595.8
S3	556.5	566.3	593.5
S4	532.5	542.0	587.0

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	595.3	25.7	4.3%	13.8	2.3%	19%	False	True	143
10	621.0	595.3	25.7	4.3%	11.3	1.9%	19%	False	True	83
20	621.0	572.4	48.6	8.1%	11.0	1.8%	57%	False	False	64

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.6
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	722.3
2.618	682.8
1.618	658.8
1.000	643.8
0.618	634.5
HIGH	619.5
0.618	610.3
0.500	607.5
0.382	604.5
LOW	595.3
0.618	580.3
1.000	571.0
1.618	556.3
2.618	532.0
4.250	492.5

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	607.5	608.3
PP	605.0	605.5
S1	602.5	602.8

Download as Excel Spreadsheet

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

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