ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 28-Oct-2010

Day Change Summary
	Previous	Current
	27-Oct-2010	28-Oct-2010	Change	Change %	Previous Week
Open	699.9	705.8	5.9	0.8%	696.0
High	701.0	706.6	5.6	0.8%	705.5
Low	691.9	694.5	2.6	0.4%	688.1
Close	700.9	694.9	-6.0	-0.9%	699.7
Range	9.1	12.1	3.0	33.0%	17.4
ATR	9.3	9.5	0.2	2.2%	0.0
Volume	16	7	-9	-56.3%	38

Daily Pivots for day following 28-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	735.0	727.0	701.5
R3	722.8	715.0	698.3
R2	710.8	710.8	697.0
R1	702.8	702.8	696.0	700.8
PP	698.8	698.8	698.8	697.5
S1	690.8	690.8	693.8	688.8
S2	686.5	686.5	692.8
S3	674.5	678.8	691.5
S4	662.3	666.5	688.3

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%	18%	False	False	12
10	708.9	688.1	20.8	3.0%	7.3	1.1%	33%	False	False	9
20	708.9	665.7	43.2	6.2%	7.3	1.1%	68%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.8
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	758.0
2.618	738.3
1.618	726.3
1.000	718.8
0.618	714.0
HIGH	706.5
0.618	702.0
0.500	700.5
0.382	699.0
LOW	694.5
0.618	687.0
1.000	682.5
1.618	675.0
2.618	662.8
4.250	643.0

Fisher Pivots for day following 28-Oct-2010
Pivot	1 day	3 day
R1	700.5	699.3
PP	698.8	697.8
S1	696.8	696.3

Download as Excel Spreadsheet

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

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