ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 05-Nov-2010

Day Change Summary
	Previous	Current
	04-Nov-2010	05-Nov-2010	Change	Change %	Previous Week
Open	714.6	729.1	14.5	2.0%	698.4
High	729.8	734.7	4.9	0.7%	734.7
Low	714.6	729.1	14.5	2.0%	693.5
Close	729.7	733.7	4.0	0.5%	733.7
Range	15.2	5.6	-9.6	-63.2%	41.2
ATR	10.0	9.7	-0.3	-3.1%	0.0
Volume	285	2,167	1,882	660.4%	3,182

Daily Pivots for day following 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	749.3	747.0	736.8
R3	743.8	741.5	735.3
R2	738.0	738.0	734.8
R1	736.0	736.0	734.3	737.0
PP	732.5	732.5	732.5	733.0
S1	730.3	730.3	733.3	731.5
S2	727.0	727.0	732.8
S3	721.3	724.8	732.3
S4	715.8	719.0	730.5

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	844.3	830.3	756.3
R3	803.0	789.0	745.0
R2	761.8	761.8	741.3
R1	747.8	747.8	737.5	754.8
PP	720.8	720.8	720.8	724.3
S1	706.5	706.5	730.0	713.5
S2	679.5	679.5	726.3
S3	638.3	665.3	722.3
S4	597.0	624.3	711.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	734.7	693.5	41.2	5.6%	10.0	1.4%	98%	True	False	636
10	734.7	691.9	42.8	5.8%	8.5	1.2%	98%	True	False	324
20	734.7	682.1	52.6	7.2%	7.5	1.0%	98%	True	False	165

Crabel Price Patterns
NR	True
NR4	True
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	0.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	758.5
2.618	749.3
1.618	743.8
1.000	740.3
0.618	738.3
HIGH	734.8
0.618	732.5
0.500	732.0
0.382	731.3
LOW	729.0
0.618	725.8
1.000	723.5
1.618	720.0
2.618	714.5
4.250	705.3

Fisher Pivots for day following 05-Nov-2010
Pivot	1 day	3 day
R1	733.0	728.5
PP	732.5	723.3
S1	732.0	718.0

Download as Excel Spreadsheet

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

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