ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	569.0	563.6	-5.4	-0.9%	602.1
High	571.8	566.0	-5.8	-1.0%	607.0
Low	557.7	549.9	-7.8	-1.4%	557.7
Close	559.5	559.1	-0.4	-0.1%	559.5
Range	14.1	16.1	2.0	14.2%	49.3
ATR	13.7	13.9	0.2	1.2%	0.0
Volume	182	20	-162	-89.0%	856

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	606.8	599.0	568.0
R3	590.5	582.8	563.5
R2	574.5	574.5	562.0
R1	566.8	566.8	560.5	562.5
PP	558.3	558.3	558.3	556.3
S1	550.8	550.8	557.5	546.5
S2	542.3	542.3	556.3
S3	526.3	534.5	554.8
S4	510.0	518.5	550.3

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	722.8	690.3	586.5
R3	673.3	641.0	573.0
R2	624.0	624.0	568.5
R1	591.8	591.8	564.0	583.3
PP	574.8	574.8	574.8	570.5
S1	542.5	542.5	555.0	534.0
S2	525.5	525.5	550.5
S3	476.3	493.3	546.0
S4	426.8	443.8	532.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	594.0	549.9	44.1	7.9%	14.8	2.6%	21%	False	True	114
10	620.3	549.9	70.4	12.6%	16.3	2.9%	13%	False	True	145
20	621.0	549.9	71.1	12.7%	12.5	2.3%	13%	False	True	98

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	2.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	634.5
2.618	608.3
1.618	592.0
1.000	582.0
0.618	576.0
HIGH	566.0
0.618	559.8
0.500	558.0
0.382	556.0
LOW	550.0
0.618	540.0
1.000	533.8
1.618	523.8
2.618	507.8
4.250	481.5

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	558.8	564.0
PP	558.3	562.3
S1	558.0	560.8

Download as Excel Spreadsheet

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

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