ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 29-Nov-2010

Day Change Summary
	Previous	Current
	26-Nov-2010	29-Nov-2010	Change	Change %	Previous Week
Open	731.3	730.9	-0.4	-0.1%	740.0
High	733.1	733.3	0.2	0.0%	735.8
Low	727.7	716.7	-11.0	-1.5%	710.9
Close	728.2	728.1	-0.1	0.0%	728.2
Range	5.4	16.6	11.2	207.4%	24.9
ATR	9.7	10.2	0.5	5.1%	0.0
Volume	1	23	22	2,200.0%	2,735

Daily Pivots for day following 29-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	775.8	768.5	737.3
R3	759.3	752.0	732.8
R2	742.8	742.8	731.3
R1	735.3	735.3	729.5	730.8
PP	726.0	726.0	726.0	723.8
S1	718.8	718.8	726.5	714.0
S2	709.5	709.5	725.0
S3	692.8	702.3	723.5
S4	676.3	685.5	719.0

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	799.8	788.8	742.0
R3	774.8	764.0	735.0
R2	749.8	749.8	732.8
R1	739.0	739.0	730.5	732.0
PP	725.0	725.0	725.0	721.5
S1	714.3	714.3	726.0	707.0
S2	700.0	700.0	723.8
S3	675.3	689.3	721.3
S4	650.3	664.3	714.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	735.8	710.9	24.9	3.4%	9.3	1.3%	69%	False	False	546
10	735.8	698.7	37.1	5.1%	9.3	1.3%	79%	False	False	405
20	735.8	697.7	38.1	5.2%	9.3	1.3%	80%	False	False	452
40	735.8	667.4	68.4	9.4%	8.3	1.1%	89%	False	False	231

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.5
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	803.8
2.618	776.8
1.618	760.3
1.000	750.0
0.618	743.5
HIGH	733.3
0.618	727.0
0.500	725.0
0.382	723.0
LOW	716.8
0.618	706.5
1.000	700.0
1.618	689.8
2.618	673.3
4.250	646.3

Fisher Pivots for day following 29-Nov-2010
Pivot	1 day	3 day
R1	727.0	727.5
PP	726.0	726.8
S1	725.0	726.3

Download as Excel Spreadsheet

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

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