ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	695.8	704.4	8.6	1.2%	669.6
High	705.7	704.4	-1.3	-0.2%	690.0
Low	695.8	704.4	8.6	1.2%	665.7
Close	702.8	704.4	1.6	0.2%	688.1
Range	9.9	0.0	-9.9	-100.0%	24.3
ATR	10.0	9.4	-0.6	-6.0%	0.0
Volume	8	0	-8	-100.0%	84

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	704.5	704.5	704.5
R3	704.5	704.5	704.5
R2	704.5	704.5	704.5
R1	704.5	704.5	704.5	704.5
PP	704.5	704.5	704.5	704.5
S1	704.5	704.5	704.5	704.5
S2	704.5	704.5	704.5
S3	704.5	704.5	704.5
S4	704.5	704.5	704.5

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	682.1	23.6	3.4%	6.0	0.8%	94%	False	False	7
10	705.7	665.7	40.0	5.7%	7.3	1.0%	97%	False	False	13

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.5
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	704.5
2.618	704.5
1.618	704.5
1.000	704.5
0.618	704.5
HIGH	704.5
0.618	704.5
0.500	704.5
0.382	704.5
LOW	704.5
0.618	704.5
1.000	704.5
1.618	704.5
2.618	704.5
4.250	704.5

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	704.5	701.0
PP	704.5	697.5
S1	704.5	694.0

Download as Excel Spreadsheet

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

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