ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 16-Nov-2009

Day Change Summary
	Previous	Current
	13-Nov-2009	16-Nov-2009	Change	Change %	Previous Week
Open	580.0	587.8	7.8	1.3%	583.0
High	585.0	602.0	17.0	2.9%	592.1
Low	574.1	587.8	13.7	2.4%	574.1
Close	582.9	597.7	14.8	2.5%	582.9
Range	10.9	14.2	3.3	30.3%	18.0
ATR	12.7	13.1	0.5	3.6%	0.0
Volume	1,111	28	-1,083	-97.5%	1,353

Daily Pivots for day following 16-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	638.5	632.3	605.5
R3	624.3	618.0	601.5
R2	610.0	610.0	600.3
R1	603.8	603.8	599.0	607.0
PP	595.8	595.8	595.8	597.5
S1	589.8	589.8	596.5	592.8
S2	581.8	581.8	595.0
S3	567.5	575.5	593.8
S4	553.3	561.3	590.0

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	602.0	574.1	27.9	4.7%	10.5	1.8%	85%	True	False	260
10	602.0	553.7	48.3	8.1%	11.0	1.8%	91%	True	False	260
20	620.3	549.9	70.4	11.8%	13.8	2.3%	68%	False	False	202

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	662.3
2.618	639.3
1.618	625.0
1.000	616.3
0.618	610.8
HIGH	602.0
0.618	596.5
0.500	595.0
0.382	593.3
LOW	587.8
0.618	579.0
1.000	573.5
1.618	564.8
2.618	550.5
4.250	527.5

Fisher Pivots for day following 16-Nov-2009
Pivot	1 day	3 day
R1	596.8	594.5
PP	595.8	591.3
S1	595.0	588.0

Download as Excel Spreadsheet

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

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