ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 17-Nov-2010

Day Change Summary
	Previous	Current
	16-Nov-2010	17-Nov-2010	Change	Change %	Previous Week
Open	714.2	704.4	-9.8	-1.4%	731.2
High	714.2	705.8	-8.4	-1.2%	735.3
Low	698.7	703.5	4.8	0.7%	716.4
Close	702.5	704.1	1.6	0.2%	715.6
Range	15.5	2.3	-13.2	-85.2%	18.9
ATR	10.1	9.6	-0.5	-4.8%	0.0
Volume	1,234	30	-1,204	-97.6%	1,794

Daily Pivots for day following 17-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	711.3	710.0	705.3
R3	709.0	707.8	704.8
R2	706.8	706.8	704.5
R1	705.5	705.5	704.3	705.0
PP	704.5	704.5	704.5	704.3
S1	703.3	703.3	704.0	702.8
S2	702.3	702.3	703.8
S3	699.8	700.8	703.5
S4	697.5	698.5	702.8

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	730.3	698.7	31.6	4.5%	8.3	1.2%	17%	False	False	268
10	735.3	698.7	36.6	5.2%	8.8	1.2%	15%	False	False	554
20	735.3	691.9	43.4	6.2%	8.5	1.2%	28%	False	False	317
40	735.3	643.3	92.0	13.1%	8.0	1.1%	66%	False	False	170

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.0
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	715.5
2.618	711.8
1.618	709.5
1.000	708.0
0.618	707.3
HIGH	705.8
0.618	705.0
0.500	704.8
0.382	704.5
LOW	703.5
0.618	702.0
1.000	701.3
1.618	699.8
2.618	697.5
4.250	693.8

Fisher Pivots for day following 17-Nov-2010
Pivot	1 day	3 day
R1	704.8	711.3
PP	704.5	708.8
S1	704.3	706.5

Download as Excel Spreadsheet

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

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