ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 04-Nov-2010

Day Change Summary
	Previous	Current
	03-Nov-2010	04-Nov-2010	Change	Change %	Previous Week
Open	710.6	714.6	4.0	0.6%	708.1
High	712.8	729.8	17.0	2.4%	708.9
Low	701.1	714.6	13.5	1.9%	691.9
Close	713.8	729.7	15.9	2.2%	699.6
Range	11.7	15.2	3.5	29.9%	17.0
ATR	9.5	10.0	0.5	4.9%	0.0
Volume	713	285	-428	-60.0%	58

Daily Pivots for day following 04-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	770.3	765.3	738.0
R3	755.0	750.0	734.0
R2	740.0	740.0	732.5
R1	734.8	734.8	731.0	737.3
PP	724.8	724.8	724.8	726.0
S1	719.5	719.5	728.3	722.3
S2	709.5	709.5	727.0
S3	694.3	704.5	725.5
S4	679.0	689.3	721.3

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	729.8	693.5	36.3	5.0%	9.5	1.3%	100%	True	False	204
10	729.8	691.9	37.9	5.2%	8.5	1.2%	100%	True	False	108
20	729.8	682.1	47.7	6.5%	7.5	1.0%	100%	True	False	57

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	0.7
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	794.5
2.618	769.5
1.618	754.5
1.000	745.0
0.618	739.3
HIGH	729.8
0.618	724.0
0.500	722.3
0.382	720.5
LOW	714.5
0.618	705.3
1.000	699.5
1.618	690.0
2.618	674.8
4.250	650.0

Fisher Pivots for day following 04-Nov-2010
Pivot	1 day	3 day
R1	727.3	724.5
PP	724.8	719.0
S1	722.3	713.8

Download as Excel Spreadsheet

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

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