ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	696.0	694.7	-1.3	-0.2%	689.4
High	698.2	694.7	-3.5	-0.5%	707.5
Low	696.0	688.1	-7.9	-1.1%	682.1
Close	704.2	691.9	-12.3	-1.7%	700.3
Range	2.2	6.6	4.4	200.0%	25.4
ATR	9.2	9.7	0.5	5.3%	0.0
Volume	9	2	-7	-77.8%	27

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	711.3	708.3	695.5
R3	704.8	701.8	693.8
R2	698.3	698.3	693.0
R1	695.0	695.0	692.5	693.3
PP	691.5	691.5	691.5	690.8
S1	688.5	688.5	691.3	686.8
S2	685.0	685.0	690.8
S3	678.3	681.8	690.0
S4	671.8	675.3	688.3

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	688.1	19.4	2.8%	6.3	0.9%	20%	False	True	5
10	707.5	680.6	26.9	3.9%	6.5	0.9%	42%	False	False	9

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

Fibonacci Retracements and Extensions
4.250	722.8
2.618	712.0
1.618	705.5
1.000	701.3
0.618	698.8
HIGH	694.8
0.618	692.3
0.500	691.5
0.382	690.5
LOW	688.0
0.618	684.0
1.000	681.5
1.618	677.5
2.618	670.8
4.250	660.0

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	691.8	697.8
PP	691.5	695.8
S1	691.5	693.8

Download as Excel Spreadsheet

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

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