ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 06-Oct-2010

Day Change Summary
	Previous	Current
	05-Oct-2010	06-Oct-2010	Change	Change %	Previous Week
Open	667.4	687.1	19.7	3.0%	667.2
High	685.2	687.4	2.2	0.3%	679.0
Low	667.4	681.0	13.6	2.0%	655.5
Close	683.8	682.1	-1.7	-0.2%	675.7
Range	17.8	6.4	-11.4	-64.0%	23.5
ATR
Volume	5	29	24	480.0%	111

Daily Pivots for day following 06-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	702.8	698.8	685.5
R3	696.3	692.5	683.8
R2	690.0	690.0	683.3
R1	686.0	686.0	682.8	684.8
PP	683.5	683.5	683.5	683.0
S1	679.5	679.5	681.5	678.3
S2	677.0	677.0	681.0
S3	670.8	673.3	680.3
S4	664.3	666.8	678.5

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	740.5	731.8	688.5
R3	717.0	708.3	682.3
R2	693.5	693.5	680.0
R1	684.8	684.8	677.8	689.0
PP	670.0	670.0	670.0	672.3
S1	661.3	661.3	673.5	665.5
S2	646.5	646.5	671.5
S3	623.0	637.8	669.3
S4	599.5	614.3	662.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	687.4	665.7	21.7	3.2%	9.3	1.4%	76%	True	False	22
10	687.4	643.3	44.1	6.5%	8.8	1.3%	88%	True	False	39

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	True
Stretch	1.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	714.5
2.618	704.3
1.618	697.8
1.000	693.8
0.618	691.3
HIGH	687.5
0.618	685.0
0.500	684.3
0.382	683.5
LOW	681.0
0.618	677.0
1.000	674.5
1.618	670.8
2.618	664.3
4.250	653.8

Fisher Pivots for day following 06-Oct-2010
Pivot	1 day	3 day
R1	684.3	680.3
PP	683.5	678.5
S1	682.8	676.5

Download as Excel Spreadsheet

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

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