ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 13-Oct-2010

Day Change Summary
	Previous	Current
	12-Oct-2010	13-Oct-2010	Change	Change %	Previous Week
Open	683.8	695.8	12.0	1.8%	669.6
High	691.0	705.7	14.7	2.1%	690.0
Low	682.1	695.8	13.7	2.0%	665.7
Close	689.9	702.8	12.9	1.9%	688.1
Range	8.9	9.9	1.0	11.2%	24.3
ATR	9.6	10.0	0.4	4.6%	0.0
Volume	7	8	1	14.3%	84

Daily Pivots for day following 13-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	731.3	726.8	708.3
R3	721.3	717.0	705.5
R2	711.3	711.3	704.5
R1	707.0	707.0	703.8	709.3
PP	701.5	701.5	701.5	702.5
S1	697.3	697.3	702.0	699.3
S2	691.5	691.5	701.0
S3	681.8	687.3	700.0
S4	671.8	677.3	697.3

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	705.7	680.6	25.1	3.6%	7.3	1.0%	88%	True	False	8
10	705.7	665.7	40.0	5.7%	8.3	1.2%	93%	True	False	15

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	0.7
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	747.8
2.618	731.5
1.618	721.8
1.000	715.5
0.618	711.8
HIGH	705.8
0.618	702.0
0.500	700.8
0.382	699.5
LOW	695.8
0.618	689.8
1.000	686.0
1.618	679.8
2.618	670.0
4.250	653.8

Fisher Pivots for day following 13-Oct-2010
Pivot	1 day	3 day
R1	702.0	699.8
PP	701.5	696.8
S1	700.8	694.0

Download as Excel Spreadsheet

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

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