ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 03-Nov-2010

Day Change Summary
	Previous	Current
	02-Nov-2010	03-Nov-2010	Change	Change %	Previous Week
Open	697.7	710.6	12.9	1.8%	708.1
High	710.5	712.8	2.3	0.3%	708.9
Low	697.7	701.1	3.4	0.5%	691.9
Close	710.7	713.8	3.1	0.4%	699.6
Range	12.8	11.7	-1.1	-8.6%	17.0
ATR	9.4	9.5	0.2	1.8%	0.0
Volume	8	713	705	8,812.5%	58

Daily Pivots for day following 03-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	744.3	740.8	720.3
R3	732.8	729.0	717.0
R2	721.0	721.0	716.0
R1	717.3	717.3	714.8	719.3
PP	709.3	709.3	709.3	710.0
S1	705.8	705.8	712.8	707.5
S2	697.5	697.5	711.8
S3	685.8	694.0	710.5
S4	674.3	682.3	707.3

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	712.8	693.5	19.3	2.7%	8.8	1.2%	105%	True	False	149
10	712.8	691.9	20.9	2.9%	8.0	1.1%	105%	True	False	81
20	712.8	680.6	32.2	4.5%	7.0	1.0%	103%	True	False	43

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	1.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	762.5
2.618	743.5
1.618	731.8
1.000	724.5
0.618	720.0
HIGH	712.8
0.618	708.3
0.500	707.0
0.382	705.5
LOW	701.0
0.618	693.8
1.000	689.5
1.618	682.3
2.618	670.5
4.250	651.5

Fisher Pivots for day following 03-Nov-2010
Pivot	1 day	3 day
R1	711.5	710.3
PP	709.3	706.8
S1	707.0	703.3

Download as Excel Spreadsheet

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

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