ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 25-Oct-2010

Day Change Summary
	Previous	Current
	22-Oct-2010	25-Oct-2010	Change	Change %	Previous Week
Open	695.3	708.1	12.8	1.8%	696.0
High	699.4	708.9	9.5	1.4%	705.5
Low	694.6	705.4	10.8	1.6%	688.1
Close	699.7	704.3	4.6	0.7%	699.7
Range	4.8	3.5	-1.3	-27.1%	17.4
ATR	9.3	9.2	0.0	0.0%	0.0
Volume	13	19	6	46.2%	38

Daily Pivots for day following 25-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	716.8	714.0	706.3
R3	713.3	710.5	705.3
R2	709.8	709.8	705.0
R1	707.0	707.0	704.5	706.5
PP	706.3	706.3	706.3	706.0
S1	703.5	703.5	704.0	703.0
S2	702.8	702.8	703.8
S3	699.3	700.0	703.3
S4	695.8	696.5	702.5

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	708.9	688.1	20.8	3.0%	6.0	0.9%	78%	True	False	9
10	708.9	682.1	26.8	3.8%	6.3	0.9%	83%	True	False	7
20	708.9	655.5	53.4	7.6%	7.5	1.1%	91%	True	False	13

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	723.8
2.618	718.0
1.618	714.5
1.000	712.5
0.618	711.0
HIGH	709.0
0.618	707.5
0.500	707.3
0.382	706.8
LOW	705.5
0.618	703.3
1.000	702.0
1.618	699.8
2.618	696.3
4.250	690.5

Fisher Pivots for day following 25-Oct-2010
Pivot	1 day	3 day
R1	707.3	703.3
PP	706.3	702.3
S1	705.3	701.3

Download as Excel Spreadsheet

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

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