ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 09-Nov-2010

Day Change Summary
	Previous	Current
	08-Nov-2010	09-Nov-2010	Change	Change %	Previous Week
Open	731.2	730.8	-0.4	-0.1%	698.4
High	733.4	735.3	1.9	0.3%	734.7
Low	730.2	721.4	-8.8	-1.2%	693.5
Close	732.0	723.3	-8.7	-1.2%	733.7
Range	3.2	13.9	10.7	334.4%	41.2
ATR	9.2	9.6	0.3	3.6%	0.0
Volume	1,705	12	-1,693	-99.3%	3,182

Daily Pivots for day following 09-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	768.3	759.8	731.0
R3	754.5	745.8	727.0
R2	740.5	740.5	725.8
R1	732.0	732.0	724.5	729.3
PP	726.8	726.8	726.8	725.3
S1	718.0	718.0	722.0	715.5
S2	712.8	712.8	720.8
S3	698.8	704.3	719.5
S4	685.0	690.3	715.8

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	735.3	701.1	34.2	4.7%	10.0	1.4%	65%	True	False	976
10	735.3	691.9	43.4	6.0%	9.0	1.3%	72%	True	False	493
20	735.3	688.1	47.2	6.5%	7.8	1.1%	75%	True	False	250

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	794.5
2.618	771.8
1.618	757.8
1.000	749.3
0.618	744.0
HIGH	735.3
0.618	730.0
0.500	728.3
0.382	726.8
LOW	721.5
0.618	712.8
1.000	707.5
1.618	699.0
2.618	685.0
4.250	662.3

Fisher Pivots for day following 09-Nov-2010
Pivot	1 day	3 day
R1	728.3	728.3
PP	726.8	726.8
S1	725.0	725.0

Download as Excel Spreadsheet

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

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