ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	704.4	707.5	3.1	0.4%	689.4
High	704.4	707.5	3.1	0.4%	707.5
Low	704.4	695.4	-9.0	-1.3%	682.1
Close	704.4	700.3	-4.1	-0.6%	700.3
Range	0.0	12.1	12.1		25.4
ATR	9.4	9.6	0.2	2.0%	0.0
Volume	0	6	6		27

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	737.3	731.0	707.0
R3	725.3	718.8	703.8
R2	713.3	713.3	702.5
R1	706.8	706.8	701.5	704.0
PP	701.0	701.0	701.0	699.8
S1	694.8	694.8	699.3	691.8
S2	689.0	689.0	698.0
S3	676.8	682.5	697.0
S4	664.8	670.5	693.8

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	772.8	762.0	714.3
R3	747.5	736.5	707.3
R2	722.0	722.0	705.0
R1	711.3	711.3	702.8	716.5
PP	696.8	696.8	696.8	699.3
S1	685.8	685.8	698.0	691.3
S2	671.3	671.3	695.8
S3	645.8	660.3	693.3
S4	620.5	635.0	686.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	707.5	682.1	25.4	3.6%	7.5	1.1%	72%	True	False	5
10	707.5	665.7	41.8	6.0%	7.8	1.1%	83%	True	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.4
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	759.0
2.618	739.3
1.618	727.0
1.000	719.5
0.618	715.0
HIGH	707.5
0.618	703.0
0.500	701.5
0.382	700.0
LOW	695.5
0.618	688.0
1.000	683.3
1.618	675.8
2.618	663.8
4.250	644.0

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	701.5	701.5
PP	701.0	701.0
S1	700.8	700.8

Download as Excel Spreadsheet

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

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