ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	739.7	748.2	8.5	1.1%	730.9
High	749.4	754.9	5.5	0.7%	754.9
Low	738.4	742.2	3.8	0.5%	716.7
Close	749.1	752.3	3.2	0.4%	752.3
Range	11.0	12.7	1.7	15.5%	38.2
ATR	10.9	11.0	0.1	1.2%	0.0
Volume	345	1,517	1,172	339.7%	2,758

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	788.0	782.8	759.3
R3	775.3	770.0	755.8
R2	762.5	762.5	754.8
R1	757.5	757.5	753.5	760.0
PP	749.8	749.8	749.8	751.0
S1	744.8	744.8	751.3	747.3
S2	737.0	737.0	750.0
S3	724.5	732.0	748.8
S4	711.8	719.3	745.3

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	856.0	842.3	773.3
R3	817.8	804.0	762.8
R2	779.5	779.5	759.3
R1	766.0	766.0	755.8	772.8
PP	741.3	741.3	741.3	744.8
S1	727.8	727.8	748.8	734.5
S2	703.0	703.0	745.3
S3	665.0	689.5	741.8
S4	626.8	651.3	731.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	754.9	716.7	38.2	5.1%	13.3	1.8%	93%	True	False	551
10	754.9	710.9	44.0	5.8%	10.8	1.4%	94%	True	False	549
20	754.9	698.7	56.2	7.5%	9.5	1.3%	95%	True	False	430
40	754.9	682.1	72.8	9.7%	8.5	1.1%	96%	True	False	298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	809.0
2.618	788.3
1.618	775.5
1.000	767.5
0.618	762.8
HIGH	755.0
0.618	750.0
0.500	748.5
0.382	747.0
LOW	742.3
0.618	734.3
1.000	729.5
1.618	721.8
2.618	709.0
4.250	688.3

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	751.0	748.5
PP	749.8	745.0
S1	748.5	741.3

Download as Excel Spreadsheet

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

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