ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 28-Oct-2009

Day Change Summary
	Previous	Current
	27-Oct-2009	28-Oct-2009	Change	Change %	Previous Week
Open	593.2	582.0	-11.2	-1.9%	607.7
High	594.0	582.0	-12.0	-2.0%	621.0
Low	582.9	563.3	-19.6	-3.4%	594.8
Close	583.9	563.9	-20.0	-3.4%	599.1
Range	11.1	18.7	7.6	68.5%	26.2
ATR	12.9	13.4	0.6	4.3%	0.0
Volume	204	145	-59	-28.9%	834

Daily Pivots for day following 28-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	625.8	613.5	574.3
R3	607.3	594.8	569.0
R2	588.5	588.5	567.3
R1	576.3	576.3	565.5	573.0
PP	569.8	569.8	569.8	568.0
S1	557.5	557.5	562.3	554.3
S2	551.0	551.0	560.5
S3	532.3	538.8	558.8
S4	513.8	520.0	553.5

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	612.0	563.3	48.7	8.6%	16.3	2.9%	1%	False	True	172
10	621.0	563.3	57.7	10.2%	15.0	2.7%	1%	False	True	157
20	621.0	563.3	57.7	10.2%	12.3	2.2%	1%	False	True	95

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	2.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	661.5
2.618	631.0
1.618	612.3
1.000	600.8
0.618	593.5
HIGH	582.0
0.618	574.8
0.500	572.8
0.382	570.5
LOW	563.3
0.618	551.8
1.000	544.5
1.618	533.0
2.618	514.3
4.250	483.8

Fisher Pivots for day following 28-Oct-2009
Pivot	1 day	3 day
R1	572.8	585.3
PP	569.8	578.0
S1	566.8	571.0

Download as Excel Spreadsheet

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

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