ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 05-Nov-2009

Day Change Summary
	Previous	Current
	04-Nov-2009	05-Nov-2009	Change	Change %	Previous Week
Open	567.5	557.6	-9.9	-1.7%	602.1
High	572.0	577.0	5.0	0.9%	607.0
Low	558.5	557.6	-0.9	-0.2%	557.7
Close	561.7	576.2	14.5	2.6%	559.5
Range	13.5	19.4	5.9	43.7%	49.3
ATR	13.6	14.0	0.4	3.1%	0.0
Volume	59	800	741	1,255.9%	856

Daily Pivots for day following 05-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	628.5	621.8	586.8
R3	609.0	602.3	581.5
R2	589.8	589.8	579.8
R1	583.0	583.0	578.0	586.3
PP	570.3	570.3	570.3	572.0
S1	563.5	563.5	574.5	567.0
S2	550.8	550.8	572.8
S3	531.5	544.3	570.8
S4	512.0	524.8	565.5

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	577.0	549.9	27.1	4.7%	14.5	2.5%	97%	True	False	231
10	612.0	549.9	62.1	10.8%	15.3	2.6%	42%	False	False	194
20	621.0	549.9	71.1	12.3%	13.8	2.4%	37%	False	False	142

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	1.9
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	659.5
2.618	627.8
1.618	608.5
1.000	596.5
0.618	589.0
HIGH	577.0
0.618	569.5
0.500	567.3
0.382	565.0
LOW	557.5
0.618	545.5
1.000	538.3
1.618	526.3
2.618	506.8
4.250	475.3

Fisher Pivots for day following 05-Nov-2009
Pivot	1 day	3 day
R1	573.3	572.5
PP	570.3	569.0
S1	567.3	565.3

Download as Excel Spreadsheet

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

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