ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	687.1	680.6	-6.5	-0.9%	667.2
High	687.4	688.0	0.6	0.1%	679.0
Low	681.0	680.6	-0.4	-0.1%	655.5
Close	682.1	681.7	-0.4	-0.1%	675.7
Range	6.4	7.4	1.0	15.6%	23.5
ATR
Volume	29	7	-22	-75.9%	111

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	705.8	701.0	685.8
R3	698.3	693.8	683.8
R2	690.8	690.8	683.0
R1	686.3	686.3	682.5	688.5
PP	683.5	683.5	683.5	684.5
S1	678.8	678.8	681.0	681.3
S2	676.0	676.0	680.3
S3	668.8	671.5	679.8
S4	661.3	664.0	677.8

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	688.0	665.7	22.3	3.3%	8.5	1.3%	72%	True	False	18
10	688.0	653.5	34.5	5.1%	9.3	1.4%	82%	True	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	719.5
2.618	707.3
1.618	700.0
1.000	695.5
0.618	692.5
HIGH	688.0
0.618	685.3
0.500	684.3
0.382	683.5
LOW	680.5
0.618	676.0
1.000	673.3
1.618	668.8
2.618	661.3
4.250	649.3

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	684.3	680.3
PP	683.5	679.0
S1	682.5	677.8

Download as Excel Spreadsheet

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

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