ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 21-Oct-2010

Day Change Summary
	Previous	Current
	20-Oct-2010	21-Oct-2010	Change	Change %	Previous Week
Open	694.7	702.2	7.5	1.1%	689.4
High	697.3	705.5	8.2	1.2%	707.5
Low	693.9	693.8	-0.1	0.0%	682.1
Close	698.2	694.5	-3.7	-0.5%	700.3
Range	3.4	11.7	8.3	244.1%	25.4
ATR	9.4	9.6	0.2	1.7%	0.0
Volume	3	11	8	266.7%	27

Daily Pivots for day following 21-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	733.0	725.5	701.0
R3	721.3	713.8	697.8
R2	709.8	709.8	696.8
R1	702.0	702.0	695.5	700.0
PP	698.0	698.0	698.0	697.0
S1	690.3	690.3	693.5	688.3
S2	686.3	686.3	692.3
S3	674.5	678.8	691.3
S4	662.8	667.0	688.0

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%	7.3	1.0%	33%	False	False	6
10	707.5	682.1	25.4	3.7%	6.5	0.9%	49%	False	False	6
20	707.5	653.5	54.0	7.8%	8.0	1.1%	76%	False	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	755.3
2.618	736.3
1.618	724.5
1.000	717.3
0.618	712.8
HIGH	705.5
0.618	701.0
0.500	699.8
0.382	698.3
LOW	693.8
0.618	686.5
1.000	682.0
1.618	674.8
2.618	663.3
4.250	644.0

Fisher Pivots for day following 21-Oct-2010
Pivot	1 day	3 day
R1	699.8	696.8
PP	698.0	696.0
S1	696.3	695.3

Download as Excel Spreadsheet

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

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