ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 26-Oct-2009

Day Change Summary
	Previous	Current
	23-Oct-2009	26-Oct-2009	Change	Change %	Previous Week
Open	612.0	602.1	-9.9	-1.6%	607.7
High	612.0	607.0	-5.0	-0.8%	621.0
Low	595.9	588.3	-7.6	-1.3%	594.8
Close	599.1	592.4	-6.7	-1.1%	599.1
Range	16.1	18.7	2.6	16.1%	26.2
ATR	12.6	13.0	0.4	3.5%	0.0
Volume	112	306	194	173.2%	834

Daily Pivots for day following 26-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	652.0	641.0	602.8
R3	633.3	622.3	597.5
R2	614.5	614.5	595.8
R1	603.5	603.5	594.0	599.8
PP	596.0	596.0	596.0	594.0
S1	584.8	584.8	590.8	581.0
S2	577.3	577.3	589.0
S3	558.5	566.0	587.3
S4	539.8	547.5	582.0

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	683.5	667.5	613.5
R3	657.3	641.3	606.3
R2	631.3	631.3	604.0
R1	615.3	615.3	601.5	610.0
PP	605.0	605.0	605.0	602.5
S1	589.0	589.0	596.8	583.8
S2	578.8	578.8	594.3
S3	552.5	562.8	592.0
S4	526.3	536.5	584.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	620.3	588.3	32.0	5.4%	18.0	3.0%	13%	False	True	176
10	621.0	588.3	32.7	5.5%	14.0	2.4%	13%	False	True	126
20	621.0	572.4	48.6	8.2%	11.8	2.0%	41%	False	False	79

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	686.5
2.618	656.0
1.618	637.3
1.000	625.8
0.618	618.5
HIGH	607.0
0.618	599.8
0.500	597.8
0.382	595.5
LOW	588.3
0.618	576.8
1.000	569.5
1.618	558.0
2.618	539.3
4.250	508.8

Fisher Pivots for day following 26-Oct-2009
Pivot	1 day	3 day
R1	597.8	600.3
PP	596.0	597.5
S1	594.3	595.0

Download as Excel Spreadsheet

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

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