ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 27-Oct-2010

Day Change Summary
	Previous	Current
	26-Oct-2010	27-Oct-2010	Change	Change %	Previous Week
Open	705.5	699.9	-5.6	-0.8%	696.0
High	705.9	701.0	-4.9	-0.7%	705.5
Low	697.7	691.9	-5.8	-0.8%	688.1
Close	702.7	700.9	-1.8	-0.3%	699.7
Range	8.2	9.1	0.9	11.0%	17.4
ATR	9.2	9.3	0.1	1.3%	0.0
Volume	8	16	8	100.0%	38

Daily Pivots for day following 27-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	725.3	722.3	706.0
R3	716.3	713.0	703.5
R2	707.0	707.0	702.5
R1	704.0	704.0	701.8	705.5
PP	698.0	698.0	698.0	698.8
S1	694.8	694.8	700.0	696.5
S2	688.8	688.8	699.3
S3	679.8	685.8	698.5
S4	670.8	676.8	696.0

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	708.9	691.9	17.0	2.4%	7.5	1.1%	53%	False	True	13
10	708.9	688.1	20.8	3.0%	6.3	0.9%	62%	False	False	8
20	708.9	665.7	43.2	6.2%	7.3	1.0%	81%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	739.8
2.618	724.8
1.618	715.8
1.000	710.0
0.618	706.5
HIGH	701.0
0.618	697.5
0.500	696.5
0.382	695.5
LOW	692.0
0.618	686.3
1.000	682.8
1.618	677.3
2.618	668.0
4.250	653.3

Fisher Pivots for day following 27-Oct-2010
Pivot	1 day	3 day
R1	699.5	700.8
PP	698.0	700.5
S1	696.5	700.5

Download as Excel Spreadsheet

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

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