ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	598.3	595.9	-2.4	-0.4%	583.0
High	598.3	595.9	-2.4	-0.4%	592.1
Low	592.0	578.0	-14.0	-2.4%	574.1
Close	597.0	582.9	-14.1	-2.4%	582.9
Range	6.3	17.9	11.6	184.1%	18.0
ATR	12.1	12.6	0.5	4.0%	0.0
Volume	33	27	-6	-18.2%	1,353

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	639.3	629.0	592.8
R3	621.5	611.0	587.8
R2	603.5	603.5	586.3
R1	593.3	593.3	584.5	589.5
PP	585.5	585.5	585.5	583.8
S1	575.3	575.3	581.3	571.5
S2	567.8	567.8	579.5
S3	549.8	557.5	578.0
S4	532.0	539.5	573.0

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	4.8%	11.0	1.9%	32%	False	False	287
10	602.0	569.7	32.3	5.5%	9.8	1.7%	41%	False	False	194
20	612.0	549.9	62.1	10.7%	12.5	2.1%	53%	False	False	194
40	621.0	549.9	71.1	12.2%	11.8	2.0%	46%	False	False	127

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	672.0
2.618	642.8
1.618	624.8
1.000	613.8
0.618	607.0
HIGH	596.0
0.618	589.0
0.500	587.0
0.382	584.8
LOW	578.0
0.618	567.0
1.000	560.0
1.618	549.0
2.618	531.3
4.250	502.0

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	587.0	589.0
PP	585.5	587.0
S1	584.3	585.0

Download as Excel Spreadsheet

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

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