ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 12-Oct-2010

Day Change Summary
	Previous	Current
	11-Oct-2010	12-Oct-2010	Change	Change %	Previous Week
Open	689.4	683.8	-5.6	-0.8%	669.6
High	694.0	691.0	-3.0	-0.4%	690.0
Low	687.9	682.1	-5.8	-0.8%	665.7
Close	689.7	689.9	0.2	0.0%	688.1
Range	6.1	8.9	2.8	45.9%	24.3
ATR	9.6	9.6	-0.1	-0.6%	0.0
Volume	6	7	1	16.7%	84

Daily Pivots for day following 12-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	714.3	711.0	694.8
R3	705.5	702.3	692.3
R2	696.5	696.5	691.5
R1	693.3	693.3	690.8	695.0
PP	687.8	687.8	687.8	688.5
S1	684.3	684.3	689.0	686.0
S2	678.8	678.8	688.3
S3	669.8	675.5	687.5
S4	661.0	666.5	685.0

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	754.3	745.5	701.5
R3	729.8	721.3	694.8
R2	705.5	705.5	692.5
R1	696.8	696.8	690.3	701.3
PP	681.3	681.3	681.3	683.5
S1	672.5	672.5	685.8	677.0
S2	657.0	657.0	683.8
S3	632.8	648.3	681.5
S4	608.3	624.0	674.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	694.0	680.6	13.4	1.9%	6.8	1.0%	69%	False	False	13
10	694.0	665.7	28.3	4.1%	8.0	1.2%	86%	False	False	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.8
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	728.8
2.618	714.3
1.618	705.5
1.000	700.0
0.618	696.5
HIGH	691.0
0.618	687.5
0.500	686.5
0.382	685.5
LOW	682.0
0.618	676.5
1.000	673.3
1.618	667.8
2.618	658.8
4.250	644.3

Fisher Pivots for day following 12-Oct-2010
Pivot	1 day	3 day
R1	688.8	689.3
PP	687.8	688.8
S1	686.5	688.0

Download as Excel Spreadsheet

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

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