ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 11-Nov-2009

Day Change Summary
	Previous	Current
	10-Nov-2009	11-Nov-2009	Change	Change %	Previous Week
Open	586.8	590.7	3.9	0.7%	563.6
High	586.8	592.0	5.2	0.9%	580.4
Low	580.5	586.0	5.5	0.9%	549.9
Close	584.5	588.4	3.9	0.7%	575.5
Range	6.3	6.0	-0.3	-4.8%	30.5
ATR	13.0	12.7	-0.4	-3.0%	0.0
Volume	113	9	-104	-92.0%	1,245

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	606.8	603.5	591.8
R3	600.8	597.5	590.0
R2	594.8	594.8	589.5
R1	591.5	591.5	589.0	590.3
PP	588.8	588.8	588.8	588.0
S1	585.5	585.5	587.8	584.3
S2	582.8	582.8	587.3
S3	576.8	579.5	586.8
S4	570.8	573.5	585.0

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	592.0	557.6	34.4	5.8%	9.3	1.6%	90%	True	False	254
10	592.0	549.9	42.1	7.2%	11.3	1.9%	91%	True	False	164
20	621.0	549.9	71.1	12.1%	13.3	2.2%	54%	False	False	161

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	617.5
2.618	607.8
1.618	601.8
1.000	598.0
0.618	595.8
HIGH	592.0
0.618	589.8
0.500	589.0
0.382	588.3
LOW	586.0
0.618	582.3
1.000	580.0
1.618	576.3
2.618	570.3
4.250	560.5

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	589.0	587.8
PP	588.8	587.0
S1	588.5	586.3

Download as Excel Spreadsheet

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

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