ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 20-Nov-2009

Day Change Summary
	Previous	Current
	19-Nov-2009	20-Nov-2009	Change	Change %	Previous Week
Open	595.9	582.0	-13.9	-2.3%	587.8
High	595.9	583.0	-12.9	-2.2%	602.0
Low	578.0	576.8	-1.2	-0.2%	576.8
Close	582.9	581.5	-1.4	-0.2%	581.5
Range	17.9	6.2	-11.7	-65.4%	25.2
ATR	12.6	12.2	-0.5	-3.6%	0.0
Volume	27	46	19	70.4%	370

Daily Pivots for day following 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	599.0	596.5	585.0
R3	592.8	590.3	583.3
R2	586.8	586.8	582.8
R1	584.0	584.0	582.0	582.3
PP	580.5	580.5	580.5	579.5
S1	577.8	577.8	581.0	576.0
S2	574.3	574.3	580.3
S3	568.0	571.8	579.8
S4	561.8	565.5	578.0

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	662.3	647.3	595.3
R3	637.3	622.0	588.5
R2	612.0	612.0	586.0
R1	596.8	596.8	583.8	591.8
PP	586.8	586.8	586.8	584.3
S1	571.5	571.5	579.3	566.5
S2	561.5	561.5	577.0
S3	536.3	546.3	574.5
S4	511.3	521.3	567.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	602.0	576.8	25.2	4.3%	10.0	1.7%	19%	False	True	74
10	602.0	574.1	27.9	4.8%	9.3	1.6%	27%	False	False	172
20	607.0	549.9	57.1	9.8%	12.0	2.0%	55%	False	False	191
40	621.0	549.9	71.1	12.2%	11.8	2.0%	44%	False	False	128

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	1.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	609.3
2.618	599.3
1.618	593.0
1.000	589.3
0.618	586.8
HIGH	583.0
0.618	580.8
0.500	580.0
0.382	579.3
LOW	576.8
0.618	573.0
1.000	570.5
1.618	566.8
2.618	560.5
4.250	550.5

Fisher Pivots for day following 20-Nov-2009
Pivot	1 day	3 day
R1	581.0	587.5
PP	580.5	585.5
S1	580.0	583.5

Download as Excel Spreadsheet

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

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