ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 02-Nov-2010

Day Change Summary
	Previous	Current
	01-Nov-2010	02-Nov-2010	Change	Change %	Previous Week
Open	698.4	697.7	-0.7	-0.1%	708.1
High	698.4	710.5	12.1	1.7%	708.9
Low	693.5	697.7	4.2	0.6%	691.9
Close	696.7	710.7	14.0	2.0%	699.6
Range	4.9	12.8	7.9	161.2%	17.0
ATR	9.0	9.4	0.3	3.8%	0.0
Volume	9	8	-1	-11.1%	58

Daily Pivots for day following 02-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	744.8	740.5	717.8
R3	732.0	727.8	714.3
R2	719.0	719.0	713.0
R1	715.0	715.0	711.8	717.0
PP	706.3	706.3	706.3	707.3
S1	702.0	702.0	709.5	704.3
S2	693.5	693.5	708.3
S3	680.8	689.3	707.3
S4	668.0	676.5	703.8

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	751.3	742.3	709.0
R3	734.3	725.3	704.3
R2	717.3	717.3	702.8
R1	708.3	708.3	701.3	704.3
PP	700.3	700.3	700.3	698.0
S1	691.3	691.3	698.0	687.3
S2	683.3	683.3	696.5
S3	666.3	674.3	695.0
S4	649.3	657.3	690.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	710.5	691.9	18.6	2.6%	8.3	1.2%	101%	True	False	9
10	710.5	691.9	18.6	2.6%	7.3	1.0%	101%	True	False	10
20	710.5	680.6	29.9	4.2%	6.8	1.0%	101%	True	False	9

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	0.9
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	765.0
2.618	744.0
1.618	731.3
1.000	723.3
0.618	718.5
HIGH	710.5
0.618	705.5
0.500	704.0
0.382	702.5
LOW	697.8
0.618	689.8
1.000	685.0
1.618	677.0
2.618	664.3
4.250	643.3

Fisher Pivots for day following 02-Nov-2010
Pivot	1 day	3 day
R1	708.5	707.8
PP	706.3	705.0
S1	704.0	702.0

Download as Excel Spreadsheet

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

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