ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 10-Nov-2009

Day Change Summary
	Previous	Current
	09-Nov-2009	10-Nov-2009	Change	Change %	Previous Week
Open	583.0	586.8	3.8	0.7%	563.6
High	586.2	586.8	0.6	0.1%	580.4
Low	582.3	580.5	-1.8	-0.3%	549.9
Close	587.0	584.5	-2.5	-0.4%	575.5
Range	3.9	6.3	2.4	61.5%	30.5
ATR	13.6	13.0	-0.5	-3.7%	0.0
Volume	78	113	35	44.9%	1,245

Daily Pivots for day following 10-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	602.8	600.0	588.0
R3	596.5	593.8	586.3
R2	590.3	590.3	585.8
R1	587.3	587.3	585.0	585.8
PP	584.0	584.0	584.0	583.0
S1	581.0	581.0	584.0	579.3
S2	577.8	577.8	583.3
S3	571.3	574.8	582.8
S4	565.0	568.5	581.0

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	660.0	648.3	592.3
R3	629.5	617.8	584.0
R2	599.0	599.0	581.0
R1	587.3	587.3	578.3	593.3
PP	568.5	568.5	568.5	571.5
S1	556.8	556.8	572.8	562.8
S2	538.0	538.0	570.0
S3	507.5	526.3	567.0
S4	477.0	495.8	558.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	586.8	557.6	29.2	5.0%	10.8	1.8%	92%	True	False	264
10	586.8	549.9	36.9	6.3%	12.8	2.2%	94%	True	False	178
20	621.0	549.9	71.1	12.2%	13.3	2.3%	49%	False	False	161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	613.5
2.618	603.3
1.618	597.0
1.000	593.0
0.618	590.8
HIGH	586.8
0.618	584.5
0.500	583.8
0.382	583.0
LOW	580.5
0.618	576.5
1.000	574.3
1.618	570.3
2.618	564.0
4.250	553.8

Fisher Pivots for day following 10-Nov-2009
Pivot	1 day	3 day
R1	584.3	582.5
PP	584.0	580.3
S1	583.8	578.3

Download as Excel Spreadsheet

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

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