ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 12-Nov-2009

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	590.7	589.2	-1.5	-0.3%	563.6
High	592.0	592.1	0.1	0.0%	580.4
Low	586.0	577.0	-9.0	-1.5%	549.9
Close	588.4	578.2	-10.2	-1.7%	575.5
Range	6.0	15.1	9.1	151.7%	30.5
ATR	12.7	12.8	0.2	1.4%	0.0
Volume	9	42	33	366.7%	1,245

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	627.8	618.0	586.5
R3	612.8	603.0	582.3
R2	597.5	597.5	581.0
R1	587.8	587.8	579.5	585.3
PP	582.5	582.5	582.5	581.0
S1	572.8	572.8	576.8	570.0
S2	567.3	567.3	575.5
S3	552.3	557.8	574.0
S4	537.3	542.5	570.0

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	592.1	569.7	22.4	3.9%	8.5	1.5%	38%	True	False	102
10	592.1	549.9	42.2	7.3%	11.5	2.0%	67%	True	False	166
20	621.0	549.9	71.1	12.3%	13.8	2.4%	40%	False	False	159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	656.3
2.618	631.8
1.618	616.5
1.000	607.3
0.618	601.5
HIGH	592.0
0.618	586.3
0.500	584.5
0.382	582.8
LOW	577.0
0.618	567.8
1.000	562.0
1.618	552.5
2.618	537.5
4.250	512.8

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	584.5	584.5
PP	582.5	582.5
S1	580.3	580.3

Download as Excel Spreadsheet

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

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