ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 22-Oct-2010

Day Change Summary
	Previous	Current
	21-Oct-2010	22-Oct-2010	Change	Change %	Previous Week
Open	702.2	695.3	-6.9	-1.0%	696.0
High	705.5	699.4	-6.1	-0.9%	705.5
Low	693.8	694.6	0.8	0.1%	688.1
Close	694.5	699.7	5.2	0.7%	699.7
Range	11.7	4.8	-6.9	-59.0%	17.4
ATR	9.6	9.3	-0.3	-3.5%	0.0
Volume	11	13	2	18.2%	38

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	712.3	710.8	702.3
R3	707.5	706.0	701.0
R2	702.8	702.8	700.5
R1	701.3	701.3	700.3	702.0
PP	698.0	698.0	698.0	698.3
S1	696.5	696.5	699.3	697.3
S2	693.0	693.0	698.8
S3	688.3	691.5	698.5
S4	683.5	686.8	697.0

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	750.0	742.3	709.3
R3	732.5	724.8	704.5
R2	715.3	715.3	703.0
R1	707.5	707.5	701.3	711.3
PP	697.8	697.8	697.8	699.8
S1	690.0	690.0	698.0	694.0
S2	680.3	680.3	696.5
S3	663.0	672.8	695.0
S4	645.5	655.3	690.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	705.5	688.1	17.4	2.5%	5.8	0.8%	67%	False	False	7
10	707.5	682.1	25.4	3.6%	6.5	0.9%	69%	False	False	6
20	707.5	655.5	52.0	7.4%	7.8	1.1%	85%	False	False	13

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	719.8
2.618	712.0
1.618	707.3
1.000	704.3
0.618	702.3
HIGH	699.5
0.618	697.5
0.500	697.0
0.382	696.5
LOW	694.5
0.618	691.8
1.000	689.8
1.618	686.8
2.618	682.0
4.250	674.3

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	698.8	699.8
PP	698.0	699.8
S1	697.0	699.8

Download as Excel Spreadsheet

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

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