ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 10-Nov-2010

Day Change Summary
	Previous	Current
	09-Nov-2010	10-Nov-2010	Change	Change %	Previous Week
Open	730.8	723.3	-7.5	-1.0%	698.4
High	735.3	730.7	-4.6	-0.6%	734.7
Low	721.4	722.3	0.9	0.1%	693.5
Close	723.3	729.2	5.9	0.8%	733.7
Range	13.9	8.4	-5.5	-39.6%	41.2
ATR	9.6	9.5	-0.1	-0.9%	0.0
Volume	12	32	20	166.7%	3,182

Daily Pivots for day following 10-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	752.5	749.3	733.8
R3	744.3	741.0	731.5
R2	735.8	735.8	730.8
R1	732.5	732.5	730.0	734.3
PP	727.5	727.5	727.5	728.3
S1	724.0	724.0	728.5	725.8
S2	719.0	719.0	727.8
S3	710.5	715.8	727.0
S4	702.3	707.3	724.5

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	735.3	714.6	20.7	2.8%	9.3	1.3%	71%	False	False	840
10	735.3	693.5	41.8	5.7%	9.0	1.2%	85%	False	False	494
20	735.3	688.1	47.2	6.5%	7.5	1.0%	87%	False	False	251

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	766.5
2.618	752.8
1.618	744.3
1.000	739.0
0.618	736.0
HIGH	730.8
0.618	727.5
0.500	726.5
0.382	725.5
LOW	722.3
0.618	717.0
1.000	714.0
1.618	708.8
2.618	700.3
4.250	686.5

Fisher Pivots for day following 10-Nov-2010
Pivot	1 day	3 day
R1	728.3	729.0
PP	727.5	728.8
S1	726.5	728.3

Download as Excel Spreadsheet

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

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