ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 18-Nov-2009

Day Change Summary
	Previous	Current
	17-Nov-2009	18-Nov-2009	Change	Change %	Previous Week
Open	595.5	598.3	2.8	0.5%	583.0
High	600.0	598.3	-1.7	-0.3%	592.1
Low	594.8	592.0	-2.8	-0.5%	574.1
Close	597.2	597.0	-0.2	0.0%	582.9
Range	5.2	6.3	1.1	21.2%	18.0
ATR	12.6	12.1	-0.4	-3.6%	0.0
Volume	236	33	-203	-86.0%	1,353

Daily Pivots for day following 18-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	614.8	612.3	600.5
R3	608.3	605.8	598.8
R2	602.0	602.0	598.3
R1	599.5	599.5	597.5	597.8
PP	595.8	595.8	595.8	594.8
S1	593.3	593.3	596.5	591.3
S2	589.5	589.5	595.8
S3	583.3	587.0	595.3
S4	576.8	580.8	593.5

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%	10.3	1.7%	82%	False	False	290
10	602.0	557.6	44.4	7.4%	9.8	1.6%	89%	False	False	272
20	612.0	549.9	62.1	10.4%	12.3	2.1%	76%	False	False	198
40	621.0	549.9	71.1	11.9%	11.8	2.0%	66%	False	False	131

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	1.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	625.0
2.618	614.8
1.618	608.5
1.000	604.5
0.618	602.3
HIGH	598.3
0.618	596.0
0.500	595.3
0.382	594.5
LOW	592.0
0.618	588.0
1.000	585.8
1.618	581.8
2.618	575.5
4.250	565.3

Fisher Pivots for day following 18-Nov-2009
Pivot	1 day	3 day
R1	596.5	596.3
PP	595.8	595.5
S1	595.3	595.0

Download as Excel Spreadsheet

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

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