ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 13-Nov-2009

Day Change Summary
	Previous	Current
	12-Nov-2009	13-Nov-2009	Change	Change %	Previous Week
Open	589.2	580.0	-9.2	-1.6%	583.0
High	592.1	585.0	-7.1	-1.2%	592.1
Low	577.0	574.1	-2.9	-0.5%	574.1
Close	578.2	582.9	4.7	0.8%	582.9
Range	15.1	10.9	-4.2	-27.8%	18.0
ATR	12.8	12.7	-0.1	-1.1%	0.0
Volume	42	1,111	1,069	2,545.2%	1,353

Daily Pivots for day following 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	613.3	609.0	589.0
R3	602.5	598.3	586.0
R2	591.5	591.5	585.0
R1	587.3	587.3	584.0	589.5
PP	580.8	580.8	580.8	581.8
S1	576.3	576.3	582.0	578.5
S2	569.8	569.8	581.0
S3	558.8	565.5	580.0
S4	548.0	554.5	577.0

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	637.0	628.0	592.8
R3	619.0	610.0	587.8
R2	601.0	601.0	586.3
R1	592.0	592.0	584.5	587.5
PP	583.0	583.0	583.0	580.8
S1	574.0	574.0	581.3	569.5
S2	565.0	565.0	579.5
S3	547.0	556.0	578.0
S4	529.0	538.0	573.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	592.1	574.1	18.0	3.1%	8.5	1.4%	49%	False	True	270
10	592.1	549.9	42.2	7.2%	11.3	1.9%	78%	False	False	259
20	621.0	549.9	71.1	12.2%	13.5	2.3%	46%	False	False	214

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	631.3
2.618	613.5
1.618	602.8
1.000	596.0
0.618	591.8
HIGH	585.0
0.618	580.8
0.500	579.5
0.382	578.3
LOW	574.0
0.618	567.3
1.000	563.3
1.618	556.5
2.618	545.5
4.250	527.8

Fisher Pivots for day following 13-Nov-2009
Pivot	1 day	3 day
R1	581.8	583.0
PP	580.8	583.0
S1	579.5	583.0

Download as Excel Spreadsheet

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

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