ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 23-Nov-2010

Day Change Summary
	Previous	Current
	22-Nov-2010	23-Nov-2010	Change	Change %	Previous Week
Open	740.0	719.8	-20.2	-2.7%	717.9
High	727.7	720.9	-6.8	-0.9%	723.6
Low	715.9	710.9	-5.0	-0.7%	698.7
Close	724.8	717.1	-7.7	-1.1%	721.1
Range	11.8	10.0	-1.8	-15.3%	24.9
ATR	9.9	10.2	0.3	2.9%	0.0
Volume	24	227	203	845.8%	1,331

Daily Pivots for day following 23-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	746.3	741.8	722.5
R3	736.3	731.8	719.8
R2	726.3	726.3	719.0
R1	721.8	721.8	718.0	719.0
PP	716.3	716.3	716.3	715.0
S1	711.8	711.8	716.3	709.0
S2	706.3	706.3	715.3
S3	696.3	701.8	714.3
S4	686.3	691.8	711.5

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	789.3	780.0	734.8
R3	764.3	755.3	728.0
R2	739.3	739.3	725.8
R1	730.3	730.3	723.5	734.8
PP	714.5	714.5	714.5	716.8
S1	705.3	705.3	718.8	710.0
S2	689.5	689.5	716.5
S3	664.8	680.5	714.3
S4	639.8	655.5	707.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	727.7	703.5	24.2	3.4%	8.3	1.1%	56%	False	False	63
10	730.7	698.7	32.0	4.5%	8.8	1.2%	58%	False	False	165
20	735.3	691.9	43.4	6.1%	9.0	1.2%	58%	False	False	329
40	735.3	665.7	69.6	9.7%	8.0	1.1%	74%	False	False	171

Crabel Price Patterns
NR	True
NR4	False
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	-0.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	763.5
2.618	747.0
1.618	737.0
1.000	731.0
0.618	727.0
HIGH	721.0
0.618	717.0
0.500	716.0
0.382	714.8
LOW	711.0
0.618	704.8
1.000	701.0
1.618	694.8
2.618	684.8
4.250	668.5

Fisher Pivots for day following 23-Nov-2010
Pivot	1 day	3 day
R1	716.8	719.3
PP	716.3	718.5
S1	716.0	717.8

Download as Excel Spreadsheet

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

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