ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 15-Nov-2010

Day Change Summary
	Previous	Current
	12-Nov-2010	15-Nov-2010	Change	Change %	Previous Week
Open	724.2	717.9	-6.3	-0.9%	731.2
High	724.2	723.6	-0.6	-0.1%	735.3
Low	716.4	716.5	0.1	0.0%	716.4
Close	715.6	717.2	1.6	0.2%	715.6
Range	7.8	7.1	-0.7	-9.0%	18.9
ATR	9.5	9.4	-0.1	-1.1%	0.0
Volume	21	32	11	52.4%	1,794

Daily Pivots for day following 15-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	740.5	736.0	721.0
R3	733.3	728.8	719.3
R2	726.3	726.3	718.5
R1	721.8	721.8	717.8	720.5
PP	719.0	719.0	719.0	718.5
S1	714.5	714.5	716.5	713.3
S2	712.0	712.0	716.0
S3	705.0	707.5	715.3
S4	697.8	700.5	713.3

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	779.3	766.3	726.0
R3	760.3	747.3	720.8
R2	741.3	741.3	719.0
R1	728.5	728.5	717.3	725.5
PP	722.5	722.5	722.5	721.0
S1	709.5	709.5	713.8	706.5
S2	703.5	703.5	712.3
S3	684.8	690.8	710.5
S4	665.8	671.8	705.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	735.3	716.4	18.9	2.6%	9.0	1.3%	4%	False	False	24
10	735.3	697.7	37.6	5.2%	9.3	1.3%	52%	False	False	499
20	735.3	688.1	47.2	6.6%	8.0	1.1%	62%	False	False	254

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	753.8
2.618	742.3
1.618	735.0
1.000	730.8
0.618	728.0
HIGH	723.5
0.618	721.0
0.500	720.0
0.382	719.3
LOW	716.5
0.618	712.0
1.000	709.5
1.618	705.0
2.618	698.0
4.250	686.3

Fisher Pivots for day following 15-Nov-2010
Pivot	1 day	3 day
R1	720.0	723.3
PP	719.0	721.3
S1	718.3	719.3

Download as Excel Spreadsheet

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

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